Related papers: Noisy Optimization: Fast Convergence Rates with Co…
We consider the problem of ranking $N$ objects starting from a set of noisy pairwise comparisons provided by a crowd of equal workers. We assume that objects are endowed with intrinsic qualities and that the probability with which an object…
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…
A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…
Randomized search heuristics (RSHs) are known to have a certain robustness to noise. Mathematical analyses trying to quantify rigorously how robust RSHs are to a noisy access to the objective function typically assume that each solution is…
Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…
Zeroth-order optimization methods are developed to overcome the practical hurdle of having knowledge of explicit derivatives. Instead, these schemes work with merely access to noisy functions evaluations. One of the predominant approaches…
We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…
Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…
Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…
In this paper, we study the standard formulation of an optimization problem when the computation of gradient is not available. Such a problem can be classified as a "black box" optimization problem, since the oracle returns only the value…
This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…
In this paper, we consider the online proximal mirror descent for solving the time-varying composite optimization problems. For various applications, the algorithm naturally involves the errors in the gradient and proximal operator. We…
This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…
Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…
We initiate the study of stochastic optimization with oblivious noise, broadly generalizing the standard heavy-tailed noise setup. In our setting, in addition to random observation noise, the stochastic gradient may be subject to…
The regret bound of an optimization algorithms is one of the basic criteria for evaluating the performance of the given algorithm. By inspecting the differences between the regret bounds of traditional algorithms and adaptive one, we…
We consider the problem of Bayesian optimization of a one-dimensional Brownian motion in which the $T$ adaptively chosen observations are corrupted by Gaussian noise. We show that as the smallest possible expected cumulative regret and the…
In this article we introduce an algorithm for mitigating the adverse effects of noise on gradient descent in variational quantum algorithms. This is accomplished by computing a {\emph{regularized}} local classical approximation to the…
We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (up to poly-logarithmic factors) for zeroth-order convex…
We revisit the problem of computing with noisy information considered in Feige et al. 1994, which includes computing the OR function from noisy queries, and computing the MAX, SEARCH and SORT functions from noisy pairwise comparisons. For…