Table 2 Statistics of identified Lorenz attractor parameters by 20 A_SPSA runs at \(\delta \hat{\theta }_{0_{\min }}=100\)
From: Adaptive initial step size selection for Simultaneous Perturbation Stochastic Approximation
| Â | Method | s | r | b | Pred. Err. \(L_{4000}\) |
|---|---|---|---|---|---|
1 | A_SPSA: 20 | Min.: 0.000 | Min.: 0.000 | Min.: 0.0000 | Min.: 0.0000 |
2 | SPSA: 0 | 1st Qu.: 10.000 | 1st Qu.: 28.000 | 1st Qu.: 2.6667 | 1st Qu.: 0.0000 |
3 | Â | Median: 10.000 | Median: 28.000 | Median: 2.6667 | Median: 0.0000 |
4 | Â | Mean: 68.069 | Mean: 31.816 | Mean: 24.8487 | Mean: 1.2328 |
5 | Â | 3rd Qu.: 10.000 | 3rd Qu.: 28.000 | 3rd Qu.: 2.6667 | 3rd Qu.: 0.0000 |
6 | Â | Max.: 500.000 | Max.: 156.811 | Max.: 438.8246 | Max.: 15.6654 |