“…Black-box optimization (Munos, 2014;Sen et al, 2019), alternatively known as zeroth-order optimization (Xu et al, 2020) or continuous-arm multi-armed bandit (Bubeck et al, 2011), is a widely studied problem and has been successfully applied in reinforcement learning (Munos, 2014;Grill et al, 2020), neural architecture search (Wang et al, 2019a), large-scale database tuning (Pavlo et al, 2017;Wang et al, 2021), robotics (Martinez-Cantin, 2017), AutoML (Fischer et al, 2015), material science (Xue et al, 2016;Kajita et al, 2020), and many other domains. In black-box optimization, we aim to maximize an unknown function f : X → R, i.e.…”