A Gobal Search Procedure for Parameter Estimation in Neural Spatial Interaction Modelling

• Main Authors: Fischer, Manfred M., Hlavácková-Schindler, Katarina, Reismann, Martin
• Format: Others
• Language: en
• Published: WU Vienna University of Economics and Business 1998
• Online Access: http://epub.wu.ac.at/4149/1/WSG_DP_6398.pdf

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) === Series: Discussion Papers of the Institute for Economic Geography and GIScience