3 unstable releases
0.2.1 | Apr 22, 2022 |
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0.2.0 | Apr 18, 2022 |
0.1.0 | Apr 16, 2022 |
#1525 in Algorithms
27KB
602 lines
spsa
Simultaneous perturbation stochastic approximation implemented in Rust.
- Fast convergence
- Black-box, derivative-free optimization
- Stochastic functions (can be used on noisy functions)
- Converges well in higher-dimensions
- Hard constraints by returning NaN
- Automatic learning rate tuning and adaptive moment estimation
- Reusable allocation (does not allocate during optimization process)
- SIMD optimization
Based on this implementation by SimpleArt
Usage
Add this to your Cargo.toml
:
[dependencies]
spsa = "0.2.1"
License
spsa
is distributed under the terms of both the MIT license and the
Apache License (Version 2.0).
See LICENSE-APACHE and LICENSE-MIT for details.
Dependencies
~1.5MB
~27K SLoC