Adaptive evolution strategies for stochastic zeroth-order optimization

• المؤلفون الرئيسيون: He, Xiaoyu, Zheng, Zibin, Chen, Zefeng, Zhou, Yuren
• مؤلفون آخرون: School of Computer Science and Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2022
• الموضوعات: Engineering::Computer science and engineering; Stochastic Processes; Optimization
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/162832

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...