Title: ZOOpt: Toolbox for Derivative-Free Optimization,
Abstract: Recent advances of derivative-free optimization allow efficient approximating
the global optimal solutions of sophisticated functions, such as functions with
many local optima, non-differentiable and non-continuous functions. This
article describes the ZOOpt (this https URL) toolbox that
provides efficient derivative-free solvers and are designed easy to use. ZOOpt
provides a Python package for single-thread optimization, and a light-weighted
distributed version with the help of the Julia language for Python described
functions. ZOOpt toolbox particularly focuses on optimization problems in
machine learning, addressing high-dimensional, noisy, and large-scale problems.
The toolbox is being maintained toward ready-to-use tool in real-world machine
learning tasks.