Table 1 Statistics of identified Lorenz Attractor parameters by 20 SPSA runs at \(\delta \hat{\theta }_{0_{\min }}=10\)
From: Adaptive initial step size selection for Simultaneous Perturbation Stochastic Approximation
| Â | Method | s | r | b | Pred. Err. \(L_{4000}\) |
|---|---|---|---|---|---|
1 | A_SPSA: 0 | Min.: 0.00 | Min.: 8.017 | Min.: 0.000 | Min.: 0.0000 |
2 | SPSA: 20 | 1st Qu.: 10.00 | 1st Qu.: 28.000 | 1st Qu.: 2.642 | 1st Qu.: 0.0000 |
3 | Â | Median: 10.00 | Median: 28.000 | Median: 2.667 | Median: 0.0000 |
4 | Â | Mean: 55.94 | Mean: 45.534 | Mean: 2.311 | Mean: 1.3645 |
5 | Â | 3rd Qu.: 11.11 | 3rd Qu.: 36.817 | 3rd Qu.: 2.667 | 3rd Qu.: 0.1017 |
6 | Â | Max.: 477.04 | Max.: 328.504 | Max.: 3.261 | Max.: 19.6773 |