Engines like Stockfish might have over 100 "search parameters" that need to be tuned, to my best knowledge SPSA is preferred because the computational cost typically does not depend on the number of parameters.
Or, if attempting to use SPSA to say, perform a final post-training tune to the last layers of a neural network, this could be thousands of parameters or more.
Or, if attempting to use SPSA to say, perform a final post-training tune to the last layers of a neural network, this could be thousands of parameters or more.