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In this paper, we propose a new natural evolution strategy for unconstrained black-box function optimization (BBFO) problems and implicitly constrained BBFO problems. BBFO problems are known to be difficult because explicit representations…

Neural and Evolutionary Computing · Computer Science 2021-10-19 Masahiro Nomura , Isao Ono

This paper presents Natural Evolution Strategies (NES), a recent family of algorithms that constitute a more principled approach to black-box optimization than established evolutionary algorithms. NES maintains a parameterized distribution…

Machine Learning · Statistics 2011-06-23 Daan Wierstra , Tom Schaul , Tobias Glasmachers , Yi Sun , Jürgen Schmidhuber

Natural Evolution Strategies (NES) is a promising framework for black-box continuous optimization problems. NES optimizes the parameters of a probability distribution based on the estimated natural gradient, and one of the key parameters…

Neural and Evolutionary Computing · Computer Science 2022-02-08 Masahiro Nomura , Isao Ono

We present a novel Natural Evolution Strategy (NES) variant, the Rank-One NES (R1-NES), which uses a low rank approximation of the search distribution covariance matrix. The algorithm allows computation of the natural gradient with cost…

Artificial Intelligence · Computer Science 2011-06-14 Yi Sun , Faustino Gomez , Tom Schaul , Juergen Schmidhuber

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…

Neural and Evolutionary Computing · Computer Science 2023-04-24 Koki Ikeda , Isao Ono

Evolution Strategies such as CMA-ES (covariance matrix adaptation evolution strategy) and NES (natural evolution strategy) have been widely used in machine learning applications, where an objective function is optimized without using its…

Optimization and Control · Mathematics 2019-10-28 Haishan Ye , Tong Zhang

We present a novel algorithm -- convex natural evolutionary strategies (CoNES) -- for optimizing high-dimensional blackbox functions by leveraging tools from convex optimization and information geometry. CoNES is formulated as an…

Machine Learning · Computer Science 2020-07-21 Sushant Veer , Anirudha Majumdar

Efficient Natural Evolution Strategies (eNES) is a novel alternative to conventional evolutionary algorithms, using the natural gradient to adapt the mutation distribution. Unlike previous methods based on natural gradients, eNES uses a…

Artificial Intelligence · Computer Science 2012-09-27 Yi Sun , Daan Wierstra , Tom Schaul , Juergen Schmidhuber

Natural evolutionary strategies (NES) are a family of gradient-free black-box optimization algorithms. This study illustrates their use for the optimization of randomly-initialized parametrized quantum circuits (PQCs) in the region of…

Quantum Physics · Physics 2021-04-01 Abhinav Anand , Matthias Degroote , Alán Aspuru-Guzik

Natural evolution strategies are a class of approximate-gradient black-box optimizers that have been successfully used for continuous parameter spaces. In this paper, we derive NES algorithms for discrete parameter spaces and demonstrate…

Neural and Evolutionary Computing · Computer Science 2024-04-02 Ahmad Ayaz Amin

This work provides an efficient sampling method for the covariance matrix adaptation evolution strategy (CMA-ES) in large-scale settings. In contract to the Gaussian sampling in CMA-ES, the proposed method generates mutation vectors from a…

Neural and Evolutionary Computing · Computer Science 2022-03-25 Xiaoyu He , Zibin Zheng , Yuren Zhou

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a popular method to deal with nonconvex and/or stochastic optimization problems when the gradient information is not available. Being based on the CMA-ES, the recently proposed…

Neural and Evolutionary Computing · Computer Science 2017-05-19 Ilya Loshchilov , Tobias Glasmachers , Hans-Georg Beyer

Zeroth-order local optimisation algorithms are essential for solving real-valued black-box optimisation problems. Among these, Natural Evolution Strategies (NES) represent a prominent class, particularly well-suited for scenarios where…

Machine Learning · Computer Science 2025-07-11 Pierre Osselin , Masaki Adachi , Xiaowen Dong , Michael A. Osborne

Many scientific and technological problems are related to optimization. Among them, black-box optimization in high-dimensional space is particularly challenging. Recent neural network-based black-box optimization studies have shown…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Changhwi Park

Evolution Strategies (ESs) have recently become popular for training deep neural networks, in particular on reinforcement learning tasks, a special form of controller design. Compared to classic problems in continuous direct search, deep…

Neural and Evolutionary Computing · Computer Science 2018-07-03 Nils Müller , Tobias Glasmachers

We explore the use of Evolution Strategies (ES), a class of black box optimization algorithms, as an alternative to popular MDP-based RL techniques such as Q-learning and Policy Gradients. Experiments on MuJoCo and Atari show that ES is a…

Machine Learning · Statistics 2017-09-11 Tim Salimans , Jonathan Ho , Xi Chen , Szymon Sidor , Ilya Sutskever

This work concerns the evolutionary approaches to distributed stochastic black-box optimization, in which each worker can individually solve an approximation of the problem with nature-inspired algorithms. We propose a distributed evolution…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Xiaoyu He , Zibin Zheng , Chuan Chen , Yuren Zhou , Chuan Luo , Qingwei Lin

Despite the state-of-the-art performance of the covariance matrix adaptation evolution strategy (CMA-ES), high-dimensional black-box optimization problems are challenging tasks. Such problems often involve a property called low effective…

Neural and Evolutionary Computing · Computer Science 2024-12-03 Kento Uchida , Teppei Yamaguchi , Shinichi Shirakawa

We propose a computationally efficient limited memory Covariance Matrix Adaptation Evolution Strategy for large scale optimization, which we call the LM-CMA-ES. The LM-CMA-ES is a stochastic, derivative-free algorithm for numerical…

Neural and Evolutionary Computing · Computer Science 2014-04-23 Ilya Loshchilov

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…

Neural and Evolutionary Computing · Computer Science 2024-04-15 Manon Flageat , Bryan Lim , Antoine Cully
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