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Large language models (LLMs) have brought about significant transformations in human society. Among the crucial computations in LLMs, the softmax unit holds great importance. Its helps the model generating a probability distribution on…

Machine Learning · Computer Science 2023-07-18 Yichuan Deng , Zhihang Li , Sridhar Mahadevan , Zhao Song

Zeroth-order (ZO) optimization provides a powerful framework for problems where explicit gradients are unavailable and have to be approximated using only queries to function value. The prevalent single-query approach is simple, but suffers…

Machine Learning · Computer Science 2026-02-03 Wei Lin , Qingyu Song , Hong Xu

In this paper, we study zeroth-order algorithms for nonconvex minimax problems with coupled linear constraints under the deterministic and stochastic settings, which have attracted wide attention in machine learning, signal processing and…

Optimization and Control · Mathematics 2026-03-06 Huiling Zhang , Zi Xu , Yuhong Dai

We construct a zeroth-order gradient estimator for a smooth function defined on the probability simplex. The proposed estimator queries the simplex only. We prove that projected gradient descent and the exponential weights algorithm, when…

Machine Learning · Computer Science 2022-08-03 Tijana Zrnic , Eric Mazumdar

Evolutionary algorithms (EAs) are the preferred method for solving black-box multi-objective optimization problems, but when gradients of the objective functions are available, it is not straightforward to exploit these efficiently. By…

Optimization and Control · Mathematics 2021-02-23 Timo M. Deist , Stefanus C. Maree , Tanja Alderliesten , Peter A. N. Bosman

This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…

Optimization and Control · Mathematics 2025-05-26 Aleksandr Lobanov , Alexander Gasnikov

Nonsmooth sparsity constrained optimization encompasses a broad spectrum of applications in machine learning. This problem is generally non-convex and NP-hard. Existing solutions to this problem exhibit several notable limitations,…

Optimization and Control · Mathematics 2023-12-18 Ganzhao Yuan

Fine-tuning Large Language Models (LLMs) is essential for adapting pre-trained models to downstream tasks. Yet traditional first-order optimizers such as Stochastic Gradient Descent (SGD) and Adam incur prohibitive memory and computational…

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…

Optimization and Control · Mathematics 2026-04-03 Runyu Zhang , Gioele Zardini

The Iterative Hard Thresholding (IHT) algorithm has been considered extensively as an effective deterministic algorithm for solving sparse optimizations. The IHT algorithm benefits from the information of the batch (full) gradient at each…

Machine Learning · Computer Science 2022-09-30 Saeed Damadi , Jinglai Shen

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…

Machine Learning · Computer Science 2022-09-13 Srujan Teja Thomdapu , Harshvardhan , Ketan Rajawat

Zeroth-order optimization (ZO) typically relies on two-point feedback to estimate the unknown gradient of the objective function. Nevertheless, two-point feedback can not be used for online optimization of time-varying objective functions,…

Machine Learning · Computer Science 2020-12-04 Yan Zhang , Yi Zhou , Kaiyi Ji , Michael M. Zavlanos

Zeroth-order optimization (ZO) is a memory-efficient strategy for fine-tuning Large Language Models using only forward passes. However, the application of ZO fine-tuning in memory-constrained settings such as mobile phones and laptops is…

In this paper, we prove new complexity bounds for zeroth-order methods in non-convex optimization with inexact observations of the objective function values. We use the Gaussian smoothing approach of Nesterov and Spokoiny [2015] and extend…

Optimization and Control · Mathematics 2021-01-14 Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

This paper considers stochastic convex optimization problems where the objective and constraint functions involve expectations with respect to the data indices or environmental variables, in addition to deterministic convex constraints on…

Optimization and Control · Mathematics 2021-07-21 Zeeshan Akhtar , Amrit Singh Bedi , Ketan Rajawat

Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…

Optimization and Control · Mathematics 2022-02-22 Chinmay Maheshwari , Chih-Yuan Chiu , Eric Mazumdar , S. Shankar Sastry , Lillian J. Ratliff

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

Optimization and Control · Mathematics 2019-02-06 Yi Xu , Zhuoning Yuan , Sen Yang , Rong Jin , Tianbao Yang
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