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Training deep neural networks is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than by vectors. Under this structural representation, it has been widely observed that…

Machine Learning · Computer Science 2025-10-30 Kang An , Yuxing Liu , Rui Pan , Yi Ren , Shiqian Ma , Donald Goldfarb , Tong Zhang

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…

Optimization and Control · Mathematics 2019-01-16 Krishnakumar Balasubramanian , Saeed Ghadimi

In the machine learning algorithms, the choice of the hyperparameter is often an art more than a science, requiring labor-intensive search with expert experience. Therefore, automation on hyperparameter optimization to exclude human…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Jaeyeon Ahn , Nakyil Kim , Seyoung Yun

Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter…

Machine Learning · Statistics 2018-11-01 Jungtaek Kim , Saehoon Kim , Seungjin Choi

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)…

Machine Learning · Computer Science 2026-02-17 Yong Liu , Zirui Zhu , Chaoyu Gong , Minhao Cheng , Cho-Jui Hsieh , Yang You

When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a…

The fine-tuning of Large Language Models (LLMs) has enabled them to recently achieve milestones in natural language processing applications. The emergence of ever larger LLMs has paved the way for more efficient fine-tuning methods. Among…

Computation and Language · Computer Science 2024-02-01 Christophe Tribes , Sacha Benarroch-Lelong , Peng Lu , Ivan Kobyzev

Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our…

Machine Learning · Computer Science 2020-09-10 Yueming Lyu , Ivor W. Tsang

Learning processes are useful methodologies able to improve knowledge of real phenomena. These are often dependent on hyperparameters, variables set before the training process and regulating the learning procedure. Hyperparameters…

Optimization and Control · Mathematics 2023-11-10 Flavia Esposito , Laura Selicato , Caterina Sportelli

Hyperparameter optimization (HPO) is a necessary step to ensure the best possible performance of Machine Learning (ML) algorithms. Several methods have been developed to perform HPO; most of these are focused on optimizing one performance…

Machine Learning · Computer Science 2022-11-16 Alejandro Morales-Hernández , Inneke Van Nieuwenhuyse , Sebastian Rojas Gonzalez

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Machine Learning · Computer Science 2024-10-17 Feiyang Ye , Yueming Lyu , Xuehao Wang , Masashi Sugiyama , Yu Zhang , Ivor Tsang

Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…

Machine Learning · Computer Science 2022-10-18 Kartik Chandra , Audrey Xie , Jonathan Ragan-Kelley , Erik Meijer

Hyperparameter optimization (HPO) is critical for enhancing the performance of machine learning models, yet it often involves a computationally intensive search across a large parameter space. Traditional approaches such as Grid Search and…

Machine Learning · Computer Science 2024-12-24 Md. Tarek Hasan

With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information…

Machine Learning · Statistics 2018-05-30 J. N. van Rijn , F. Hutter

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…

Machine Learning · Statistics 2018-08-03 Liu Liu , Minhao Cheng , Cho-Jui Hsieh , Dacheng Tao

With the rapid development of digital information, the data volume generated by humans and machines is growing exponentially. Along with this trend, machine learning algorithms have been formed and evolved continuously to discover new…

Machine Learning · Computer Science 2019-03-25 Thanh Tung Khuat , Dymitr Ruta , Bogdan Gabrys

As machine learning permeates more industries and models become more expensive and time consuming to train, the need for efficient automated hyperparameter optimization (HPO) has never been more pressing. Multi-step planning based…

Machine Learning · Computer Science 2022-11-18 Lucio M. Dery , Abram L. Friesen , Nando De Freitas , Marc'Aurelio Ranzato , Yutian Chen

We consider the zeroth-order optimization problem in the huge-scale setting, where the dimension of the problem is so large that performing even basic vector operations on the decision variables is infeasible. In this paper, we propose a…

Optimization and Control · Mathematics 2021-08-17 HanQin Cai , Yuchen Lou , Daniel McKenzie , Wotao Yin

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…