Open ankit27kh opened 2 years ago
Sounds like a nice contribution, do you want to take a stab at it?
@mtthss if no one is working on it, I would like to try. Can you provide me with some general points before I start, like which files to update, what to take care of etc., as I haven't contributed to optax before.
Is there any updates on this? I have previously worked with SPSA in TF (https://github.com/tensorflow/quantum/pull/653) and would be interested in working on this but don't want to do redundant labor.
Hi @lockwo, are you still interested? If you can implement SPSA, it'll be of great help!
@ankit27kh : since there hasn't been activity for this in a year, I think it's safe for you to take over.
if you end up contributing this example, please do so to the contrib/ directory. Thanks!
The Simultaneous Perturbation Stochastic Approximation (SPSA) optimisation method is a faster optimisation method.
It is also naturally suited for noisy measurements. Thus, it will be useful when simulating noisy systems.
The theory (and implementation) for SPSA is:
Furthermore, it is implemented:
noisyopt
package, specifically see the source code here;More information: https://www.jhuapl.edu/SPSA/