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Non-analytical objectives and constraints often arise in control systems, particularly in problems with complex dynamics, which are challenging yet lack efficient solution methods. In this work, we consider general constrained optimization…

Optimization and Control · Mathematics 2025-07-16 Yuke Zhou , Ruiyang Jin , Siyang Gao , Jianxiao Wang , Jie Song

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…

Machine Learning · Statistics 2020-12-22 Pranay Sharma , Kaidi Xu , Sijia Liu , Pin-Yu Chen , Xue Lin , Pramod K. Varshney

Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed…

Machine Learning · Computer Science 2019-06-05 Weijia Shao , Christian Geißler , Fikret Sivrikaya

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…

Optimization and Control · Mathematics 2026-03-03 Ruiyang Jin , Yuke Zhou , Yujie Tang , Jie Song , Siyang Gao

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

Zeroth-order (ZO) optimization has long been favored for its biological plausibility and its capacity to handle non-differentiable objectives, yet its computational complexity has historically limited its application in deep neural…

Machine Learning · Computer Science 2026-02-12 Sansheng Cao , Zhengyu Ma , Yonghong Tian

Automl is the key technology for machine learning problem. Current state of art hyperparameter optimization methods are based on traditional black-box optimization methods like SMBO (SMAC, TPE). The objective function of black-box…

Machine Learning · Computer Science 2019-07-19 Cheng Daning , Zhang Hanping , Xia Fen , Li Shigang , Zhang Yunquan

Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…

Machine Learning · Computer Science 2020-03-13 Tong Yu , Hong Zhu

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

$\ell_0$ 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…

Machine Learning · Computer Science 2024-03-19 William de Vazelhes , Hualin Zhang , Huimin Wu , Xiao-Tong Yuan , Bin Gu

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…

Optimization and Control · Mathematics 2024-09-04 Wanli Shi , Hongchang Gao , Bin Gu

Zeroth-order (ZO) optimization is a subset of gradient-free optimization that emerges in many signal processing and machine learning applications. It is used for solving optimization problems similarly to gradient-based methods. However, it…

Machine Learning · Computer Science 2020-06-23 Sijia Liu , Pin-Yu Chen , Bhavya Kailkhura , Gaoyuan Zhang , Alfred Hero , Pramod K. Varshney

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search…

Machine Learning · Computer Science 2020-05-26 Sayan Putatunda , Kiran Rama

Black-box algorithms are designed to optimize functions without relying on their underlying analytical structure or gradient information, making them essential when gradients are inaccessible or difficult to compute. Traditional methods for…

Machine Learning · Computer Science 2026-01-21 Yedidya Kfir , Elad Sarafian , Sarit Kraus , Yoram Louzoun

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…

Machine Learning · Statistics 2020-07-28 Fela Winkelmolen , Nikita Ivkin , H. Furkan Bozkurt , Zohar Karnin

Machine learning algorithms have made remarkable achievements in the field of artificial intelligence. However, most machine learning algorithms are sensitive to the hyper-parameters. Manually optimizing the hyper-parameters is a common…

Machine Learning · Computer Science 2020-03-05 Bozhou Chen , Kaixin Zhang , Longshen Ou , Chenmin Ba , Hongzhi Wang , Chunnan Wang

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…

Optimization and Control · Mathematics 2023-03-20 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we…

Machine Learning · Statistics 2022-11-22 Fabian Pedregosa

The increasing computational and memory demands in deep learning present significant challenges, especially in resource-constrained environments. We introduce a zero-order quantized optimization (ZOQO) method designed for training models…

Machine Learning · Computer Science 2025-01-14 Noga Bar , Raja Giryes
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