SIMULATED ANNEALING
\sˈɪmjʊlˌe͡ɪtɪd ɐnˈiːlɪŋ], \sˈɪmjʊlˌeɪtɪd ɐnˈiːlɪŋ], \s_ˈɪ_m_j_ʊ_l_ˌeɪ_t_ɪ_d ɐ_n_ˈiː_l_ɪ_ŋ]\
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A technique which can be applied to any minimisation orlearning process based on successive update steps (eitherrandom or deterministic) where the update step length isproportional to an arbitrarily set parameter which can playthe role of a temperature. Then, in analogy with theannealing of metals, the temperature is made high in the earlystages of the process for faster minimisation or learning,then is reduced for greater stability.
By Denis Howe
