andim/noisyopt

Hyperparameters for noisyopt

zohimchandani opened this issue · 1 comments

If no hyperparameters are picked, does the algorithm stick to a fixed learning rate or does it apply exponential decay to the learning rate a?

andim commented

The learning rate for minimizeSPSA is decreased in a non-exponential fashion, as follows: a/(0.01*niter+k+1)**alpha
There is currently no capability to use a user-defined learning rate schedule, although that would be easy to implement if of interest.