25,161
edits
Changes
SPSA
,no edit summary
==2010 ...==
* [[Shalabh Bhatnagar]], [[H. L. Prasad]], [[L.A. Prashanth]] ('''2013'''). ''[http://stochastic.csa.iisc.ernet.in/~shalabh/book.html Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods]''. [http://www.springer.com/series/642 Lecture Notes in Control and Information Sciences], Vol. 434, [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer]
* [[Qi Wang]] ('''2013'''). ''[https://jscholarship.library.jhu.edu/handle/1774.2/36955 Optimization with Discrete Simultaneous Perturbation Stochastic Approximation Using Noisy Loss Function Measurements]''. Ph.D. thesis, [https://en.wikipedia.org/wiki/Johns_Hopkins_University Johns Hopkins University], advisor [[James C. Spall]]
* [https://scholar.google.com/citations?user=nqDASHMAAAAJ Pushpendre Rastogi], [http://dblp.uni-trier.de/pers/hd/z/Zhu:Jingyi Jingyi Zhu], [[James C. Spall]] ('''2016'''). ''Efficient implementation of Enhanced Adaptive Simultaneous Perturbation Algorithms''. [http://dblp.uni-trier.de/db/conf/ciss/ciss2016.html#RastogiZS16 CISS 2016], [http://www.cs.jhu.edu/~prastog3/res/rastogi2016efficient.pdf pdf]
=External Links=
* [httphttps://www.jhuapl.edu/spsa/ SPSA Algorithm] by [[James C. Spall]]
* [https://en.wikipedia.org/wiki/Simultaneous_perturbation_stochastic_approximation Simultaneous perturbation stochastic approximation - Wikipedia]
* [https://github.com/zamar/spsa SPSA Tuner for Stockfish Chess Engine] by [[Joona Kiiski]] » [[Stockfish]]
