trustOptim: AnRPackage for Trust Region Optimization with Sparse Hessians
نویسندگان
چکیده
منابع مشابه
Trust Region Policy Optimization
We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy Optimization (TRPO). This algorithm is similar to natural policy gradient methods and is effective for optimizing large nonlinear policies such as neural networks...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2014
ISSN: 1548-7660
DOI: 10.18637/jss.v060.i04