SPSA for non-smooth optimization with application in ECG analysis

SPSA for non-smooth optimization with application in ECG analysis

It is shown that nonsmooth optimization problems can be solved by a suitable extension of the simultaneous perturbation stochastic approximation (SPSA) method. The new optimization method has been tested in a min-max classification problem using both simulated and real data. The latter are ECG signa...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Gerencser, L., Kozmann, G., Vago, Z.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Application software
Approximation theory
Electrocardiography
Mathematical models
Optimization
Perturbation techniques
Random processes
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Beschreibung
Zusammenfassung:It is shown that nonsmooth optimization problems can be solved by a suitable extension of the simultaneous perturbation stochastic approximation (SPSA) method. The new optimization method has been tested in a min-max classification problem using both simulated and real data. The latter are ECG signals which were collected for the detection of so-called late potentials.
ISSN:0191-2216
DOI:10.1109/CDC.1998.761839