Adaptive evolution strategies for stochastic zeroth-order optimization

• Main Authors: He, Xiaoyu, Zheng, Zibin, Chen, Zefeng, Zhou, Yuren
• 其他作者: School of Computer Science and Engineering
• 格式: Article
• 語言: English
• 出版: 2022
• 主題: Engineering::Computer science and engineering; Stochastic Processes; Optimization
• 在線閱讀: https://hdl.handle.net/10356/162832
• 機構: 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...