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Use Fast 2SPSA algorithm #2126

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TheRealGioviok opened this issue Aug 3, 2024 · 1 comment
Open

Use Fast 2SPSA algorithm #2126

TheRealGioviok opened this issue Aug 3, 2024 · 1 comment

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@TheRealGioviok
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Code for research examples (in MATLAB) in this repo.
Should prove significantly better than regular SPSA

@vdbergh
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vdbergh commented Aug 3, 2024

Should prove significantly better than regular SPSA

Please don't make such claims without knowing what you are talking about.

The Fishtest setting is extremely noisy. So noisy in fact that the regular 1SPSA algorithm barely works (a lot of luck is involved to get anything out of it). The noise would completely trash any second order algorithm.

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