Ergodic Annealing Article Swipe

PDF

Related Concepts

Simulated annealing Annealing (glass) Markov chain Ergodic theory Adaptive simulated annealing Mathematical optimization Computer science Reinforcement learning Monte Carlo method Algorithm Artificial intelligence Mathematics Materials science Machine learning Statistics Composite material Mathematical analysis

Carlo Baldassi , Fabio Maccheroni , Mássimo Marinacci , Marco Pirazzini ·

YOU? · · 2020 · Open Access · · DOI: https://doi.org/10.48550/arxiv.2008.00234 · OA: W4295097499

Simulated Annealing is the crowning glory of Markov Chain Monte Carlo Methods for the solution of NP-hard optimization problems in which the cost function is known. Here, by replacing the Metropolis engine of Simulated Annealing with a reinforcement learning variation -- that we call Macau Algorithm -- we show that the Simulated Annealing heuristic can be very effective also when the cost function is unknown and has to be learned by an artificial agent.