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We consider the problem of multi-fidelity zeroth-order optimization, where one can evaluate a function $f$ at various approximation levels (of varying costs), and the goal is to optimize $f$ with the cheapest evaluations possible. In this…

Machine Learning · Computer Science 2024-10-14 Étienne de Montbrun , Sébastien Gerchinovitz

Fine-tuning large language models (LLMs) with classic first-order optimizers entails prohibitive GPU memory due to the backpropagation process. Recent works have turned to zeroth-order optimizers for fine-tuning, which save substantial…

Machine Learning · Computer Science 2025-02-19 Yanjun Zhao , Sizhe Dang , Haishan Ye , Guang Dai , Yi Qian , Ivor W. Tsang

The aim of this paper and associated presentation is to put forward derivative-free optimization methods for control design. The important element, still ignored at the end of 2011 in systems and control (i.e. this element has apparently…

Optimization and Control · Mathematics 2011-12-22 Emile Simon

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

Optimization and Control · Mathematics 2022-11-22 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate derivatives, using for instance finite-difference estimates.…

Optimization and Control · Mathematics 2024-06-04 Clément W. Royer , Oumaima Sohab , Luis Nunes Vicente

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration…

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach

We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem as a saddle-point optimization. Our primary contribution is a…

Optimization and Control · Mathematics 2026-04-13 Shabnam Khodakaramzadeh , Soroosh Shafiee , Gabriel de Albuquerque Gleizer , Peyman Mohajerin Esfahani

Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…

Optimization and Control · Mathematics 2025-04-04 Stefania Bellavia , Greta Malaspina

This paper considers reinforcement learning from human feedback in a federated learning setting with resource-constrained agents, such as edge devices. We propose an efficient federated RLHF algorithm, named Partitioned, Sign-based…

Machine Learning · Computer Science 2026-04-21 Deyi Wang , Qining Zhang , Lei Ying

Existing reward alignment methods for diffusion and flow models rely on multi-step stochastic trajectories, making them difficult to extend to deterministic generators. A natural alternative is noise-space optimization, but existing…

Machine Learning · Computer Science 2026-05-14 Jeongsol Kim , Hongeun Kim , Jian Wang , Jong Chul Ye

In this paper, we present a unified and general framework for analyzing the batch updating approach to nonlinear, high-dimensional optimization. The framework encompasses all the currently used batch updating approaches, and is applicable…

Optimization and Control · Mathematics 2023-01-30 Tadipatri Uday Kiran Reddy , M. Vidyasagar

Fine-tuning large pre-trained LLMs generally demands extensive GPU memory. Traditional first-order optimizers like SGD encounter substantial difficulties due to increased memory requirements from storing activations and gradients during…

Machine Learning · Computer Science 2025-03-18 Liangyu Wang , Jie Ren , Hang Xu , Junxiao Wang , Huanyi Xie , David E. Keyes , Di Wang

In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

Optimization and Control · Mathematics 2023-09-06 Nikita Doikov , Geovani Nunes Grapiglia

In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective function. To solve these problems, we propose a…

Optimization and Control · Mathematics 2025-08-04 Alberto De Santis , Giampaolo Liuzzi , Stefano Lucidi

Continual learning requires new-task adaptation without damaging previously acquired capabilities. Recent forward-pass and zeroth-order (ZO) results show that low-query adaptation may retain better than first-order (FO) descent, but the…

Machine Learning · Computer Science 2026-05-12 Yao Shu , Jian Mu , Zhongxiang Dai

When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirable for large-scale problems. To alleviate this linear…

Optimization and Control · Mathematics 2025-09-30 Yue Xie , Jiawen Bi , Hongcheng Liu

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

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