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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

This study focuses on mixed-variable black-box optimization (MV-BBO), addressing continuous, integer, and categorical variables. Many real-world MV-BBO problems involve dependencies among these different types of variables, requiring…

Neural and Evolutionary Computing · Computer Science 2026-01-08 Ryoki Hamano , Masahiro Nomura , Shota Saito , Kento Uchida , Shinichi Shirakawa

In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…

Neural and Evolutionary Computing · Computer Science 2024-10-14 Qiqi Duan , Chang Shao , Guochen Zhou , Minghan Zhang , Qi Zhao , Yuhui Shi

Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…

Neural and Evolutionary Computing · Computer Science 2018-08-20 Sander van Rijn , Hao Wang , Matthijs van Leeuwen , Thomas Bäck

The covariance matrix adaptation evolution strategy (CMA-ES) is a stochastic search algorithm using a multivariate normal distribution for continuous black-box optimization. In addition to strong empirical results, part of the CMA-ES can be…

Neural and Evolutionary Computing · Computer Science 2024-08-12 Ryoki Hamano , Shinichi Shirakawa , Masahiro Nomura

We propose a novel constraint-handling technique for the covariance matrix adaptation evolution strategy (CMA-ES). The proposed technique is aimed at solving explicitly constrained black-box continuous optimization problems, in which the…

Neural and Evolutionary Computing · Computer Science 2022-05-11 Naoki Sakamoto , Youhei Akimoto

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

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

Optimum implementation of non-conventional wells allows us to increase considerably hydrocarbon recovery. By considering the high drilling cost and the potential improvement in well productivity, well placement decision is an important…

Computational Engineering, Finance, and Science · Computer Science 2010-11-25 Zyed Bouzarkouna , Didier Yu Ding , Anne Auger

Consensus-based optimization (CBO) has established itself as an efficient gradient-free optimization scheme, with attractive mathematical properties, such as mean-field convergence results for non-convex loss functions. In this work, we…

Optimization and Control · Mathematics 2025-07-01 Tim Roith , Leon Bungert , Philipp Wacker

Black-box coevolution in mixed-motive games is often undermined by opponent-drift non-stationarity and noisy rollouts, which distort progress signals and can induce cycling, Red-Queen dynamics, and detachment. We propose the \emph{Marker…

Neural and Evolutionary Computing · Computer Science 2026-05-07 Hao Shi , Xi Li , Fangfang Xie

Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our…

Machine Learning · Computer Science 2020-09-10 Yueming Lyu , Ivor W. Tsang

Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that…

Neural and Evolutionary Computing · Computer Science 2023-03-03 Robert Tjarko Lange , Tom Schaul , Yutian Chen , Tom Zahavy , Valentin Dallibard , Chris Lu , Satinder Singh , Sebastian Flennerhag

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

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

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

In edge computing, suppressing data size is a challenge for machine learning models that perform complex tasks such as autonomous driving, in which computational resources (speed, memory size and power) are limited. Efficient lossy…

Machine Learning · Computer Science 2022-09-28 Tadashi Kadowaki , Mitsuru Ambai

Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…

Neural and Evolutionary Computing · Computer Science 2025-05-23 Farshid Farhadi Khouzani , Abdolreza Mirzaei , Paul La Plante , Laxmi Gewali

Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…

Optimization and Control · Mathematics 2022-06-15 Theodore Papalexopoulos , Christian Tjandraatmadja , Ross Anderson , Juan Pablo Vielma , David Belanger

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Wathsala Karunarathne , Indu Bala , Dikshit Chauhan , Matthew Roughan , Lewis Mitchell