Statistical Mechanical Analysis of Simultaneous Perturbation Learning

We show that simultaneous perturbation can be used as an algorithm for on-line learning, and we report our theoretical investigation on generalization performance obtained with a statistical mechanical method. Asymptotic behavior of generalization error using this algorithm is on the order of t to the minus one-third power, where t is the learning time or the number of learning examples. This order is the same as that using well-known perceptron learning.