用政治家进行黑盒优化
Black-box optimization with a politician
AI总结:
本文提出一种适用于梯度计算昂贵情况的黑盒凸优化新框架,结合凸优化概念和分析中心,实验证明其性能优于BFGS等算法。
摘要:
我们提出了一种新的黑盒凸优化框架,适用于梯度计算昂贵的情况。我们推导出一种新方法,结合了凸优化中的标准一阶方法(如梯度下降或拟牛顿方法)和分析中心(即自共轭屏障的最小化点)。我们实验证明,我们的新方法在性能上优于BFGS等现有算法。
英文摘要:
We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization, from standard first-order methods (e.g. gradient descent or quasi-Newton methods) to analytical centers (i.e. minimizers of self-concordant barriers). We demonstrate empirically that our new technique compares favorably with state of the art algorithms (such as BFGS).
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。