Related papers: Zeroth-Order Stochastic Variance Reduction for Non…
Two types of zeroth-order stochastic algorithms have recently been designed for nonconvex optimization respectively based on the first-order techniques SVRG and SARAH/SPIDER. This paper addresses several important issues that are still open…
Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…
Derivative-free optimization has become an important technique used in machine learning for optimizing black-box models. To conduct updates without explicitly computing gradient, most current approaches iteratively sample a random search…
Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…
In this work, we focus on the study of stochastic zeroth-order (ZO) optimization which does not require first-order gradient information and uses only function evaluations. The problem of ZO optimization has emerged in many recent machine…
Proximal gradient method has been playing an important role to solve many machine learning tasks, especially for the nonsmooth problems. However, in some machine learning problems such as the bandit model and the black-box learning problem,…
Many important machine learning applications amount to solving minimax optimization problems, and in many cases there is no access to the gradient information, but only the function values. In this paper, we focus on such a gradient-free…
Zeroth-order (ZO) method has been shown to be a powerful method for solving the optimization problem where explicit expression of the gradients is difficult or infeasible to obtain. Recently, due to the practical value of the constrained…
This paper investigates zeroth-order (ZO) finite-sum composite optimization. Recently, variance reduction techniques have been applied to ZO methods to mitigate the non-vanishing variance of 2-point estimators in constrained/composite…
Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods…
Fine-tuning language models (LMs) has demonstrated success in a wide array of downstream tasks. However, as LMs are scaled up, the memory requirements for backpropagation become prohibitively high. Zeroth-order (ZO) optimization methods can…
Optimizing large-scale nonconvex problems, common in deep learning, demands balancing rapid convergence with computational efficiency. First-order (FO) optimizers, which serve as today's baselines, provide fast convergence and good…
In this paper, we consider a distributed stochastic non-convex optimization problem, which is about minimizing a sum of $n$ local cost functions over a network with only zeroth-order information. A novel single-loop Decentralized…
Zeroth-order (derivative-free) optimization attracts a lot of attention in machine learning, because explicit gradient calculations may be computationally expensive or infeasible. To handle large scale problems both in volume and dimension,…
In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…
In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…
We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…
We study stochastic zeroth-order (ZO) optimization of smooth nonconvex objectives under heavy-tailed sample-gradient noise. This regime is motivated by empirical evidence that gradient noise in modern machine learning can violate the…
$\ell_0$ constrained optimization is prevalent in machine learning, particularly for high-dimensional problems, because it is a fundamental approach to achieve sparse learning. Hard-thresholding gradient descent is a dominant technique to…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…