Introduction of Simultaneous Perturbation Stochastic Approximation Programming
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optimizers comparison: adam, nesterov, spsa, momentum and gradient descent.
Stochastic Optimization for Big Data Machine Learning Problems
Stochastic Approximation and Reinforcement Learning: Hidden Theory and New Super-Fast Algorithms
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Finite Sample Analysis of Two-Timescale Stochastic Approximation
Sequential Decision Analytics for Optimization Part 4
Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning
Approximation Algorithms for Stochastic Optimization I
SDA video modules - Deterministic optimization as a sequential decision problem
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Last Updated: September 29, 2026
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Summary
SPSA was authored by J.C. Spall at John Hopkins University: jhuapl.edu/spsa/ Learn more at github.com/ianfab/spsaย ... If you find our videos helpful you can support us by buying something from amazon. amazon.com/?tag=wiki-audio-20ย ... Code: github.com/lockwo/quantum_computation/tree/master/TFQ/spsa TFQ PR:ย ... Simultaneous Perturbation Stochastic Approximation ... with momentum - momentum Nesterov's Accelerated Gradient - nesterov Tong Zhang, Rutgers University Parallel and Distributed Algorithms for Inference and This is the 7th seminar in the weekly seminars of machine learning reading group at KTH (MLRG-KTH). This presentation coversย ... Many reinforcement learning problems can be seen from the point of view of Gal Dalal, Balazs Szorenyi, Gugan Thoppe and Shie Mannor Finite Sample Analysis of Two-Timescale Part 4 of my series on sequential decision analytics for Finite-Time Analysis of Asynchronous Kamesh Munagala, Duke University simons.berkeley.edu/talks/kamesh-munagala-08-22-2016-1 Algorithms andย ...
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