  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 heuristic 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
approximation ratios competitive with widely used heuristic algorithms for
Max-Cut, at the expense of increased computation time.
