Related papers: A Primer on Zeroth-Order Optimization in Signal Pr…

Classic zeroth-order optimization approaches typically optimize for a smoothed version of the original function, i.e., the expected objective under randomly perturbed model parameters. This can be interpreted as encouraging the loss values…

This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of…

We investigate the effectiveness of adaptive zeroth-order (ZO) optimization for memory-constrained fine-tuning of large language models (LLMs). Contrary to prior claims, we show that adaptive ZO methods such as ZO-Adam offer no convergence…

Zeroth-order (ZO, also known as derivative-free) methods, which estimate the gradient only by two function evaluations, have attracted much attention recently because of its broad applications in machine learning community. The two function…

Fine-tuning vision language models (VLMs) has achieved remarkable performance across various downstream tasks; yet, it requires access to model gradients through backpropagation (BP), making them unsuitable for memory-constrained,…

Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the…

Rank-based zeroth-order (ZO) optimization -- which relies only on the ordering of function evaluations -- offers strong robustness to noise and monotone transformations, and underlies many successful algorithms such as CMA-ES, natural…

A major challenge of applying zeroth-order (ZO) methods is the high query complexity, especially when queries are costly. We propose a novel gradient estimation technique for ZO methods based on adaptive lazy queries that we term as LAZO.…

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…

In this study, we delve into an emerging optimization challenge involving a black-box objective function that can only be gauged via a ranking oracle-a situation frequently encountered in real-world scenarios, especially when the function…

While fine-tuning large language models (LLMs) for specific tasks often yields impressive results, it comes at the cost of memory inefficiency due to back-propagation in gradient-based training. Memory-efficient Zeroth-order (MeZO)…

To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each…

In this work we address the problem of convex optimization in a multi-agent setting where the objective is to minimize the mean of local cost functions whose derivatives are not available (e.g. black-box models). Moreover agents can only…

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…

Fine-tuning Large Language Models (LLMs) with first-order methods like back-propagation is computationally intensive. Zeroth-Order (ZO) optimisation uses function evaluations instead of gradients, reducing memory usage, but suffers from…

Classical optimization theory establishes that zeroth-order (ZO) algorithms suffer from a dimension-dependent slowdown, with convergence rates typically scaling with the model dimension compared to first-order methods. However, in contrast…

In this paper, we study the problem of constrained robust (min-max) optimization ina black-box setting, where the desired optimizer cannot access the gradients of the objective function but may query its values. We present a principled…

Single-point zeroth-order optimization (SZO) is useful in solving online black-box optimization and control problems in time-varying environments, as it queries the function value only once at each time step. However, the vanilla SZO method…

In many real-world problems, first-order (FO) derivative evaluations are too expensive or even inaccessible. For solving these problems, zeroth-order (ZO) methods that only need function evaluations are often more efficient than FO methods…

In this letter, we first propose a \underline{Z}eroth-\underline{O}rder c\underline{O}ordinate \underline{M}ethod~(ZOOM) to solve the stochastic optimization problem over a decentralized network with only zeroth-order~(ZO) oracle feedback…