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When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation…

Machine Learning · Computer Science 2021-06-11 Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Machine Learning · Computer Science 2024-10-17 Feiyang Ye , Yueming Lyu , Xuehao Wang , Masashi Sugiyama , Yu Zhang , Ivor Tsang

Learned optimizers -- neural networks that are trained to act as optimizers -- have the potential to dramatically accelerate training of machine learning models. However, even when meta-trained across thousands of tasks at huge…

Machine Learning · Computer Science 2022-09-23 James Harrison , Luke Metz , Jascha Sohl-Dickstein

Reinforcement learning often requires extensive training data. Simulation-to-real transfer offers a promising approach to address this challenge in robotics. While differentiable simulators offer improved sample efficiency through exact…

Robotics · Computer Science 2024-12-02 Severin Bochem , Eduardo Gonzalez-Sanchez , Yves Bicker , Gabriele Fadini

When solving optimization problems with black-box approaches, the algorithms gather valuable information about the problem instance during the optimization process. This information is used to adjust the distributions from which new…

Neural and Evolutionary Computing · Computer Science 2023-01-13 Dominik Schröder , Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

With advances in scientific computing, computer experiments are increasingly used for optimizing complex systems. However, for modern applications, e.g., the optimization of nuclear physics detectors, each experiment run can require…

Machine Learning · Statistics 2025-08-08 Hwanwoo Kim , Simon Mak , Ann-Kathrin Schuetz , Alan Poon

This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…

Optimization and Control · Mathematics 2025-05-15 Ilnura Usmanova , Kfir Yehuda Levy

Machine learning has been widely applied in many aspects, but training a machine learning model is increasingly difficult. There are more optimization problems named "black-box" where the relationship between model parameters and outcomes…

Machine Learning · Computer Science 2025-03-19 Vu Tuan Hai

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…

Machine Learning · Computer Science 2018-06-13 Krzysztof Choromanski , Mark Rowland , Vikas Sindhwani , Richard E. Turner , Adrian Weller

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

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

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…

Machine Learning · Computer Science 2017-06-16 Sebastian Ruder

We present a new accelerated gradient-based method for solving smooth unconstrained optimization problems. The goal is to embed a heavy-ball type of momentum into the Fast Gradient Method (FGM). For this purpose, we devise a generalization…

Optimization and Control · Mathematics 2021-11-02 Endrit Dosti , Sergiy A. Vorobyov , Themistoklis Charalambous

In an era where data-driven decision-making and computational efficiency are paramount, optimization plays a foundational role in advancing fields such as mathematics, computer science, operations research, machine learning, and beyond.…

Numerical Analysis · Mathematics 2025-03-11 Jun Lu

Numerous algorithms and parallelisations have been developed for short-range particle simulations; however, none are optimally performant for all scenarios. Such a concept led to the prior development of the particle simulation library…

Computational Engineering, Finance, and Science · Computer Science 2025-05-07 Samuel James Newcome , Fabio Alexander Gratl , Manuel Lerchner , Abdulkadir Pazar , Manish Kumar Mishra , Hans-Joachim Bungartz

Gradient-based optimization is now ubiquitous across graphics, but unfortunately can not be applied to problems with undefined or zero gradients. To circumvent this issue, the loss function can be manually replaced by a ``surrogate'' that…

Computer Vision and Pattern Recognition · Computer Science 2024-05-08 Michael Fischer , Tobias Ritschel

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht