Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers such as Bayesian optimization -- form the backbone of BBO, yet often struggle in high-dimensional, noisy, or mixed-integer settings. Recent advances use machine learning (ML) and reinforcement learning (RL) to enhance BBO: ML provides expressive surrogates, adaptive updates, meta-learning portfolios, and generative models, while RL enables dynamic operator configuration, robustness, and meta-optimization across tasks. This paper surveys these developments, covering representative algorithms such as NNs with the modular model-based optimization framework (mlrMBO), zeroth-order adaptive momentum methods (ZO-AdaMM), automated BBO (ABBO), distributed block-wise optimization (DiBB), partition-based Bayesian optimization (SPBOpt), the transformer-based optimizer (B2Opt), diffusion-model-based BBO, surrogate-assisted RL for differential evolution (Surr-RLDE), robust BBO (RBO), coordinate-ascent model-based optimization with relative entropy (CAS-MORE), log-barrier stochastic gradient descent (LB-SGD), policy improvement with black-box (PIBB), and offline Q-learning with Mamba backbones (Q-Mamba). We also review benchmark efforts such as the NeurIPS 2020 BBO Challenge and the MetaBox framework. Overall, we highlight how ML and RL transform classical inexact solvers into more scalable, robust, and adaptive frameworks for real-world optimization.

Parameter inference for dynamical models of (bio)physical systems remains a challenging problem. Intractable gradients, high-dimensional spaces, and non-linear model functions are typically problematic without large computational budgets. A recent body of work in that area has focused on Bayesian inference methods, which consider parameters under their statistical distributions and therefore, do not derive point estimates of optimal parameter values. Here we propose a new metaheuristic that drives dimensionality reductions from feature-informed transformations (DR-FFIT) to address these bottlenecks. DR-FFIT implements an efficient sampling strategy that facilitates a gradient-free parameter search in high-dimensional spaces. We use artificial neural networks to obtain differentiable proxies for the model's features of interest. The resulting gradients enable the estimation of a local active subspace of the model within a defined sampling region. This approach enables efficient dimensionality reductions of highly non-linear search spaces at a low computational cost. Our test data show that DR-FFIT boosts the performances of random-search and simulated-annealing against well-established metaheuristics, and improves the goodness-of-fit of the model, all within contained run-time costs.

This paper studies clustering of data sequences using the k-medoids algorithm. All the data sequences are assumed to be generated from \emph{unknown} continuous distributions, which form clusters with each cluster containing a composite set of closely located distributions (based on a certain distance metric between distributions). The maximum intra-cluster distance is assumed to be smaller than the minimum inter-cluster distance, and both values are assumed to be known. The goal is to group the data sequences together if their underlying generative distributions (which are unknown) belong to one cluster. Distribution distance metrics based k-medoids algorithms are proposed for known and unknown number of distribution clusters. Upper bounds on the error probability and convergence results in the large sample regime are also provided. It is shown that the error probability decays exponentially fast as the number of samples in each data sequence goes to infinity. The error exponent has a simple form regardless of the distance metric applied when certain conditions are satisfied. In particular, the error exponent is characterized when either the Kolmogrov-Smirnov distance or the maximum mean discrepancy are used as the distance metric. Simulation results are provided to validate the analysis.

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low rank are frequently imposed or else the objective itself is designed to be a non-convex function. This is especially true of algorithms that operate in high-dimensional spaces or that train non-linear models such as tensor models and deep networks. The freedom to express the learning problem as a non-convex optimization problem gives immense modeling power to the algorithm designer, but often such problems are NP-hard to solve. A popular workaround to this has been to relax non-convex problems to convex ones and use traditional methods to solve the (convex) relaxed optimization problems. However this approach may be lossy and nevertheless presents significant challenges for large scale optimization. On the other hand, direct approaches to non-convex optimization have met with resounding success in several domains and remain the methods of choice for the practitioner, as they frequently outperform relaxation-based techniques - popular heuristics include projected gradient descent and alternating minimization. However, these are often poorly understood in terms of their convergence and other properties. This monograph presents a selection of recent advances that bridge a long-standing gap in our understanding of these heuristics. The monograph will lead the reader through several widely used non-convex optimization techniques, as well as applications thereof. The goal of this monograph is to both, introduce the rich literature in this area, as well as equip the reader with the tools and techniques needed to analyze these simple procedures for non-convex problems.

We study the problem of recovering a t-sparse real vector from m quadratic equations yi=(ai*x)^2 with noisy measurements yi's. This is known as the problem of compressive phase retrieval, and has been widely applied to X-ray diffraction imaging, microscopy, quantum mechanics, etc. The challenge is to design a a) fast and b) noise-tolerant algorithms with c) near-optimal sample complexity. Prior work in this direction typically achieved one or two of these goals, but none of them enjoyed the three performance guarantees simultaneously. In this work, with a particular set of sensing vectors ai's, we give a provable algorithm that is robust to any bounded yet unstructured deterministic noise. Our algorithm requires roughly O(t) measurements and runs in O(tn*log (1/epsilon)) time, where epsilon is the error. This result advances the state-of-the-art work, and guarantees the applicability of our method to large datasets. Experiments on synthetic and real data verify our theory.

Crowdsourcing has become a primary means for label collection in many real-world machine learning applications. A classical method for inferring the true labels from the noisy labels provided by crowdsourcing workers is Dawid-Skene estimator. In this paper, we prove convergence rates of a projected EM algorithm for the Dawid-Skene estimator. The revealed exponent in the rate of convergence is shown to be optimal via a lower bound argument. Our work resolves the long standing issue of whether Dawid-Skene estimator has sound theoretical guarantees besides its good performance observed in practice. In addition, a comparative study with majority voting illustrates both advantages and pitfalls of the Dawid-Skene estimator.