Blackbox optimization of unimodal functions
Proceedings of the Thirty-Ninth Conference on Uncertainty in Artificial Intelligence, PMLR 216:476-484, 2023.
We provide an intuitive new algorithm for blackbox stochastic optimization of unimodal functions, a function class that we observe empirically can capture hyperparameter-tuning loss surfaces. Our method’s convergence guarantee automatically adapts to Lipschitz constants and other problem difficulty parameters, recovering and extending prior results. We complement our theoretical development with experimental validation on hyperparameter tuning tasks.