Kiefer–Wolfowitz algorithm

GPTKB entity

Statements (18)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:alsoKnownAs Stochastic approximation algorithm
gptkbp:application Machine learning
Operations research
Simulation optimization
gptkbp:category Stochastic algorithms
gptkbp:field Statistics
Stochastic optimization
https://www.w3.org/2000/01/rdf-schema#label Kiefer–Wolfowitz algorithm
gptkbp:introduced gptkb:Jacob_Wolfowitz
gptkb:Jack_Kiefer
gptkbp:introducedIn 1952
gptkbp:purpose Find the maximum of a function when only noisy measurements are available
gptkbp:relatedTo gptkb:Robbins–Monro_algorithm
gptkbp:type Iterative method
gptkbp:uses Finite-difference gradient estimation
gptkbp:bfsParent gptkb:Robbins–Monro_algorithm
gptkbp:bfsLayer 7