Benchmarking SPSA on BBOB-2010 noiseless function testbed

This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strategy which uses random directions for the gradient estimate. The paper describes the steps performed by the strategy and the experimental setup. The chosen setup represents a rather basic variant of SPSA. Overall the strategy is able to solve 2 of the 24 test functions. For each test function at least one target level was reached for D = 3. Categories and Subject Descriptors

• Type: Conference
• Year: 2010
• Where: GECCO
• Authors: Steffen Finck, Hans-Georg Beyer
• Keywords: GECCO 2010, Optimization, Simultaneous Perturbation Stochastic Approximation, Stochastic Gradient Approximation, Test Function