Stepsize schedule

Usage

stepsize_schedule(
  method = c("constant", "poly"),
  alpha = 0.501,
  t0 = 1,
  burnin_iter = 0
)

Arguments

method: schedule type. "constant" keeps $\eta_t = \eta_0$ and "poly" uses polynomial decay.
alpha: polynomial exponent used when method = "poly". Must satisfy $1/2 < \alpha < 1$.
t0: non-negative offset in iteration index.
burnin_iter: non-negative integer. During these initial iterations, schedule scaling is fixed to 1. Afterward, polynomial decay is applied with reset local time index.

Value

a list of control variables for stepsize schedule (used in control_opt).

Details

Define an iteration-dependent stepsize schedule for use in control_opt(). This schedule is independent of stepsize_decay() and applies a direct multiplicative scaling by iteration index: $$\eta_t = \eta_0 (t + t_0)^{-\alpha}$$.