Related papers: VAMO: Efficient Zeroth-Order Variance Reduction fo…

First-order optimization (FOO) algorithms are pivotal in numerous computational domains such as machine learning and signal denoising. However, their application to complex tasks like neural network training often entails significant…

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

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…

As the size of large language models grows exponentially, GPU memory has become a bottleneck for adapting these models to downstream tasks. In this paper, we aim to push the limits of memory-efficient training by minimizing memory usage on…

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 machine learning, nonconvex optimization problems with multiple local optimums are often encountered. Graduated Optimization Algorithm (GOA) is a popular heuristic method to obtain global optimums of nonconvex problems through…

Fine-tuning language models (LMs) with the Adam optimizer often demands excessive memory, limiting accessibility. The "in-place" version of Stochastic Gradient Descent (IP-SGD) and Memory-Efficient Zeroth-order Optimizer (MeZO) have been…

Zeroth-order (ZO) optimization is an emerging deep neural network (DNN) training paradigm that offers computational simplicity and memory savings. However, this seemingly promising approach faces a significant and long-ignored challenge. ZO…

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

This paper studies decentralized convex-concave minimax optimization problems of the form $\min_x\max_y f(x,y) \triangleq\frac{1}{m}\sum_{i=1}^m f_i(x,y)$, where $m$ is the number of agents and each local function can be written as…

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…

Deep learning models, despite their impressive achievements, suffer from high computational costs and memory requirements, limiting their usability in resource-constrained environments. Sparse neural networks significantly alleviate these…

Zeroth-order (ZO) methods are widely used when gradients are unavailable or prohibitively expensive, including black-box learning and memory-efficient fine-tuning of large models, yet their optimization dynamics in deep learning remain…

In this work, we investigate the idea of variance reduction by studying its properties with general adaptive mirror descent algorithms in nonsmooth nonconvex finite-sum optimization problems. We propose a simple yet generalized framework…

We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…

Zeroth-order optimization (ZO) has demonstrated remarkable promise in efficient fine-tuning tasks for Large Language Models (LLMs). In particular, recent advances incorporate the low-rankness of gradients, introducing low-rank ZO estimators…

First-order optimization methods, such as SGD and Adam, are widely used for training large-scale deep neural networks due to their computational efficiency and robust performance. However, relying solely on gradient information, these…