Crate spsa

Structs

Some functions have many local minima, causing SPSA and similar methods to run into bad solutions.

Optimizer cycle iteration data

Target that maximizes a given function output

Target that minimizes a given function output

The heart of this library: a simultaneous perturbation stochastic approximation optimizer

Optimization options used in Optimizer::optimize()

Decorator that adds random noise to function output

Decorator that calls underlying function multiple times to smooth out the noise

Represents a function to optimize

Extension methods for Target

Creates a target that maximizes given function output

Creates a target that minimizes given function output