The macroscopic or mesoscopic behavior of many physical systems interacting with a random environment can be described in terms of non-linear stochastic partial differential equations. Such equations are usually very singular and cannot be solved using standard tools from PDE theory. In the talk, I will present a new technique of solving singular stochastic PDEs based on the renormalization group flow equation. The technique is applicable to a large class of semi-linear parabolic or elliptic SPDEs with fractional Laplacian and covers equations in the whole subcritical regime. A nice feature of the method is that it avoids the algebraic and combinatorial problems arising in different approaches