Related papers: The CMA Evolution Strategy: A Tutorial
Automatic software generation based on some specification is known as program synthesis. Most existing approaches formulate program synthesis as a search problem with discrete parameters. In this paper, we present a novel formulation of…
Incorporating additional sensory modalities such as tactile and audio into foundational robotic models poses significant challenges due to the curse of dimensionality. This work addresses this issue through modality selection. We propose a…
In this paper, we approach the problem of optimizing blackbox functions over large hybrid search spaces consisting of both combinatorial and continuous parameters. We demonstrate that previous evolutionary algorithms which rely on…
We discuss the current minimisation strategies adopted by research projects involving the determination of parton distribution functions (PDFs) and fragmentation functions (FFs) through the training of neural networks. We present a short…
We present a new method of blackbox optimization via gradient approximation with the use of structured random orthogonal matrices, providing more accurate estimators than baselines and with provable theoretical guarantees. We show that this…
Recent theoretical research has shown that self-adjusting and self-adaptive mechanisms can provably outperform static settings in evolutionary algorithms for binary search spaces. However, the vast majority of these studies focuses on…
Alignment of Large Language Models (LLMs) typically relies on Reinforcement Learning from Human Feedback (RLHF) with gradient-based optimizers such as Proximal Policy Optimization (PPO) or Group Relative Policy Optimization (GRPO). While…
Evolutionary algorithms (EAs) serve as powerful black-box optimizers inspired by biological evolution. However, most existing EAs predominantly focus on heuristic operators such as crossover and mutation, while usually overlooking…
With the development of fast and massively parallel evaluations in many domains, Quality-Diversity (QD) algorithms, that already proved promising in a large range of applications, have seen their potential multiplied. However, we have yet…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…
Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. Existing evolutionary algorithms struggle to comprehend and effectively utilize task-specific information for…
Stochasticity in language model fine-tuning, often caused by the small batch sizes typically used in this regime, can destabilize training by introducing large oscillations in generation quality. A popular approach to mitigating this…
We describe the decomposition of QSO absorption line ensembles applying an evolutionary forward modelling technique. The modelling is optimized using an evolution strategy (ES) based on a novel concept of completely derandomized…
Stochastic optimization is an important task in many optimization problems where the tasks are not expressible as convex optimization problems. In the case of non-convex optimization problems, various different stochastic algorithms like…
This paper proposes a natural evolution strategy (NES) for mixed-integer black-box optimization (MI-BBO) that appears in real-world problems such as hyperparameter optimization of machine learning and materials design. This problem is…
In graph-based active learning, algorithms based on expected error minimization (EEM) have been popular and yield good empirical performance. The exact computation of EEM optimally balances exploration and exploitation. In practice,…
In this paper, we try to improve exploration in Blackbox methods, particularly Evolution strategies (ES), when applied to Reinforcement Learning (RL) problems where intermediate waypoints/subgoals are available. Since Evolutionary…
Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…
The limited memory BFGS method (L-BFGS) of Liu and Nocedal (1989) is often considered to be the method of choice for continuous optimization when first- and/or second- order information is available. However, the use of L-BFGS can be…
We propose a method for evolving solutions that are robust with respect to variations of the environmental conditions (i.e. that can operate effectively in new conditions immediately, without the need to adapt to variations). The obtained…