Natural evolution strategies and quantum approximate optimization

A notion of quantum natural evolution strategies is introduced, which provides a geometric synthesis of a number of known quantum/classical algorithms for performing classical black-box optimization. Recent work of Gomes et al. [2019] on combinatorial optimization using neural quantum states is pedagogically reviewed in this context, emphasizing the connection with natural evolution strategies. The algorithmic framework is illustrated for approximate combinatorial optimization problems, and a systematic strategy is found for improving the approximation ratios. In particular it is found that natural evolution strategies can achieve state-of-art approximation ratios for Max-Cut, at the expense of increased computation time.