This package implements a Tensorflow Optimizer that uses the SPSA method described in

Spall, J. C. (1998). An overview of the simultaneous perturbation method for efficient optimization. Johns Hopkins apl technical digest, 19(4), 482-492.

The implementation is done as a tf.Optimizer, it can be used in the normal way that Optimizer is used in Tensorflow programs:

optimizer = SimultaneousPerturbationOptimizer().minimize(cost)