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
|