Output data SM-SPSA memory optimised

The “memory optimised” version of SM-SPSA provides slightly different types of output than the “normal” version. In the memory optimised version, the algorithm does not store the matrices at each iteration, but instead returns the matrices of the last iteration.

Data sets

• Final gradient estimate
• Objective values
• Final stationary distribution
• Final matrix in the unconstrained space
• Final transition matrix

Plots

• Network plot
• Objective plot