SPSA for Layer-Wise Training of Deep Networks

Concerned with neural learning without backpropagation, we investigate variants of the simultaneous perturbation stochastic approximation (SPSA) algorithm. Experimental results suggest that these allow for the successful training of deep feed-forward neural networks using forward passes only. In particular, we find that SPSA-based algorithms which update network parameters in a layer-wise manner are superior to variants which update all weights simultaneously.