Depending on how long it takes to "evaluate the goodness of a solution" techniques like multi-start gradient decent can rapidly become intractable though, espec

Depending on how long it takes to "evaluate the goodness of a solution" techniques like multi-start gradient decent can rapidly become intractable though, especially in higher dimensions. There are a handful of open source libraries out there that try to tackle this time consuming and expensive black box optimization problem from a more Bayesian approach [1] [2]. There's also a YC company to do this as a service (full disclosure, I'm a co-founder) [3]. Combining these methods with TensorFlow could be very powerful and is one step closer to more automatic ML flows though. [1]: https://github.com/Yelp/MOE https://github.com/Yelp/MOE (full disclosure, I co-wrote this) [2]: https://github.com/hyperopt/hyperopt https://github.com/hyperopt/hyperopt [3]: https://sigopt.com/cases/machine_learning https://sigopt.com/cases/machine_learning