x₁
x₂
x₁*
x₂*
∇f(x)
ĝ
E[ĝ]
x
x + hΔ
x − hΔ
Magma Landscape:
f(x)
Secant Direction:
hΔ
Blue Vector: True Gradient
∇f(x)
Orange Vector: SPSA Estimate
ĝ
Green Vector: Mean
E[ĝ]
over samples
🎲 Sample Δ = (±1, ±1)ᵀ
Reset Avg
Step
h
:
0.35
Samples
N
=
1