That sounds similar to a recurrent neural net? Backprop definitely works on those with some modifications. I just asked some guys at CMU/Google, they suggested

That sounds similar to a recurrent neural net? Backprop definitely works on those with some modifications. I just asked some guys at CMU/Google, they suggested looking more at SGD or some other MCMC methods that may have included the word "expert" or maybe were similar to simulated annealing or Gibb's sampling… which I can't recall… I know nothing about it, and I'm totally unqualified to say anything about them, but maybe (hopefully!) some of those words will lead to something useful! The guys I chatted with don't study PSO, so maybe don't know enough to be helpful, but were a bit down on it in general.