Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Accelerating Derivative-Free Optimization with Dimension Reduction and
  Hyperparameter Learning   We consider convex, black-box objective functions with additive or
multiplicative noise with a high-dimensional parameter space and a data space
of lower dimension, where gradients of the map exist, but may be inaccessible.
We investigate Derivative-Free Optimization (DFO) in this setting and propose a
novel method, Active STARS (ASTARS), based on STARS (Chen and Wild, 2015) and
dimension reduction in parameter space via Active Subspace (AS) methods
(Constantine, 2015). STARS hyperparmeters are inversely proportional to the
known dimension of parameter space, resulting in heavy smoothing and small step
sizes for large dimensions. When possible, ASTARS leverages a lower-dimensional
AS, defining a set of directions in parameter space causing the majority of the
variance in function values. ASTARS iterates are updated with steps only taken
in the AS, reducing the value of the objective function more efficiently than
STARS, which updates iterates in the full parameter space. Computational costs
may be reduced further by learning ASTARS hyperparameters and the AS, reducing
the total evaluations of the objective function and eliminating the requirement
that the user specify hyperparameters, which may be unknown in our setting. We
call this method Fully Automated ASTARS (FAASTARS). We show that STARS and
ASTARS will both converge -- with a certain complexity -- even with inexact,
estimated hyperparemters. We also find that FAASTARS converges with the use of
estimated AS's and hyperparameters. We explore the effectiveness of ASTARS and
FAASTARS in numerical examples which compare ASTARS and FAASTARS to STARS.

22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
4
The categories of this paper are: cond-mat
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
29
The categories of this paper are: funct-an
13
The categories of this paper are: quant-ph
26
The categories of this paper are: bayes-an
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
18
The categories of this paper are: econ
12
The categories of this paper are: nucl-th
14
The categories of this paper are: math-ph
10
The categories of this paper are: q-bio
32
The categories of this paper are: atom-ph
24
The categories of this paper are: dg-ga