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Simulated annealing




A technique which can be applied to any minimisation or learning process based on successive update steps (either random or deterministic) where the update step length is proportional to an arbitrarily set parameter which can play the role of a temperature.

Then, in analogy with the annealing of metals, the temperature is made high in the early stages of the process for faster minimisation or learning, then is reduced for greater stability.





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