articles: A global search procedure for parameter estimation in neural spatial interaction modelling
AbstractParameter 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 behavior in real world applications. This article explores this method as an alternative to current practice for solving the parameter estimation task, and attempts to assess its 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.
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Bibliographic InfoArticle provided by Springer in its journal Papers in Regional Science.
Volume (Year): 78 (1999)
Issue (Month): 2 ()
Note: Received: 11 November 1998
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Find related papers by JEL classification:
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- R4 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Systems
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- Manfred M. Fischer, 2003. "Principles of Neural Spatial Interaction Modeling," ERSA conference papers ersa03p526, European Regional Science Association.
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