Abstract
Parameter estimation is one of the central issues in neural spatial interaction modelling.
Current practice is dominated by gradient based local minimization techniques. They
find local minima efficiently and work best in unimodal minimization problems, but
can get trapped in multimodal problems. Global search procedures provide an
alternative optimization scheme that allows to escape from local minima. Differential
evolution has been recently introduced as an efficient direct search method for
optimizing real-valued multi-modal objective functions (Storn and Price 1997). The
method is conceptually simple and attractive, but little is known about its behaviour in
real world applications. This paper explores this method as an alternative to current
practice for solving the parameter estimation task, and attempts to assess ist robustness,
measured in terms of in-sample and out-of-sample performance. A benchmark
comparison against backpropagation of conjugate gradients is based on Austrian
interregional telecommunication traffic data. (authors' abstract)
Current practice is dominated by gradient based local minimization techniques. They
find local minima efficiently and work best in unimodal minimization problems, but
can get trapped in multimodal problems. Global search procedures provide an
alternative optimization scheme that allows to escape from local minima. Differential
evolution has been recently introduced as an efficient direct search method for
optimizing real-valued multi-modal objective functions (Storn and Price 1997). The
method is conceptually simple and attractive, but little is known about its behaviour in
real world applications. This paper explores this method as an alternative to current
practice for solving the parameter estimation task, and attempts to assess ist robustness,
measured in terms of in-sample and out-of-sample performance. A benchmark
comparison against backpropagation of conjugate gradients is based on Austrian
interregional telecommunication traffic data. (authors' abstract)
| Original language | English |
|---|---|
| Place of Publication | Vienna |
| Publisher | WU Vienna University of Economics and Business |
| DOIs | |
| Publication status | Published - 1 Sept 1998 |
Publication series
| Series | Discussion Papers of the Institute for Economic Geography and GIScience |
|---|---|
| Number | 63/98 |
WU Working Paper Series
- Discussion Papers of the Institute for Economic Geography and GIScience