We learn recurrent neural network optimizers
trained on simple synthetic functions by gradient
descent. We show that these learned optimizers
exhibit a remarkable degree of transfer in that
they can be used to efficiently optimize a broad
range of derivative-free black-box functions, including
Gaussian process bandits, simple control
objectives, global optimization benchmarks and
hyper-parameter tuning tasks. Up to the training
horizon, the learned optimizers learn to tradeoff
exploration and exploitation, and compare
favourably with heavily engineered Bayesian optimization
packages for hyper-parameter tuning.
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