Raviv Gal

Neural Network Accelerated Implicit Filtering: Integrating Neural Network Surrogates With Provably Convergent Derivative Free Optimization Methods

In this paper, we introduce neural network accelerated implicit filtering (NNAIF), a novel family of methods for solving noisy derivative free (i.e. black box, zeroth order) optimization problems. NNAIF intelligently combines the established literature on implicit filtering (IF) optimization methods…