Hyperparameters for noisyopt
zohimchandani opened this issue · 1 comments
zohimchandani commented
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.