SPSA

GPTKB entity

Statements (17)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkbp:advantage efficient for high-dimensional problems
gptkbp:application gptkb:machine_learning
gptkb:signal_processing
control systems
simulation-based optimization
gptkbp:citation Spall, J.C. (1992). Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control.
gptkbp:features gradient approximation with two measurements per iteration
gptkbp:field optimization
gptkbp:firstPublished 1992
gptkbp:fullName Simultaneous Perturbation Stochastic Approximation
https://www.w3.org/2000/01/rdf-schema#label SPSA
gptkbp:inventedBy James C. Spall
gptkbp:relatedTo finite-difference stochastic approximation
gptkbp:usedFor stochastic optimization
gptkbp:bfsParent gptkb:Southern_Political_Science_Association
gptkbp:bfsLayer 6