Adaptive evolution strategies for stochastic zeroth-order optimization

• Main Authors: He, Xiaoyu, Zheng, Zibin, Chen, Zefeng, Zhou, Yuren
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Computer science and engineering; Stochastic Processes; Optimization
• Online Access: https://hdl.handle.net/10356/162832
• Institution: Nanyang Technological University

We consider solving a class of unconstrained optimization problems in which only stochastic estimates of the objective functions are available. Existing stochastic optimization methods are mainly extended from gradient-based methods, faced with the challenges of noisy function evaluations, hardness...