Derivative-Free Meta-Blackbox Optimization on Manifold

Solving a sequence of high-dimensional, nonconvex, but potentially similar optimization problems poses a significant computational challenge in various engineering applications. This thesis presents the first meta-learning framework that leverages the shared structure among sequential tasks to improve the computational efficiency and sample complexity of derivative-free optimization. Based on the observation that most practical high-dimensional functions lie on a latent low-dimensional manifold, which can be further shared among problem instances, the proposed method jointly learns the meta-initialization of a search point and a meta-manifold. This novel approach enables the efficient adaptation of the optimization process to new tasks by exploiting the learned meta-knowledge. Theoretically, the benefit of meta-learning in this challenging setting is established by proving that the proposed method achieves improved convergence rates and reduced sample complexity compared to traditional derivative-free optimization techniques. Empirically, the effectiveness of the proposed algorithm is demonstrated in two high-dimensional reinforcement learning tasks, showcasing its ability to accelerate learning and improve performance across multiple domains. Furthermore, the robustness and generalization capabilities of the meta-learning framework are explored through extensive ablation studies and sensitivity analyses. The thesis highlights the potential of meta-learning in tackling complex optimization problems and opens up new avenues for future research in this area.

Name thesis:degree_name

Master of Science

Level thesis:degree_level

masters

Discipline thesis:degree_discipline

Computer Engineering

Department dc:contributor.department

Electrical and Computer Engineering

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

2024

Author dc:creator

• Sel, Bilgehan

Chair dc:contributor.committeechair

• Jin, Ming

Committee members dc:contributor.committeemember

• Jia, Ruoxi
• Ramakrishnan, Naren

• Meta Optimization
• Zeroth Order Search
• Meta Reinforcement Learning

Statement dc:rights

• Creative Commons Attribution-NonCommercial 4.0 International

Licence dc:rights.uri

• http://creativecommons.org/licenses/by-nc/4.0/

Language dc:language.iso

en

Handle dc:identifier.uri

https://hdl.handle.net/10919/119325

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/119325