Related papers: Query-Efficient Zeroth-Order Algorithms for Noncon…
We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of…
In the evolving landscape of natural language processing (NLP), fine-tuning pre-trained Large Language Models (LLMs) with first-order (FO) optimizers like SGD and Adam has become standard. Yet, as LLMs grow {in size}, the substantial memory…
We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
Zeroth-order optimization is a fundamental research topic that has been a focus of various learning tasks, such as black-box adversarial attacks, bandits, and reinforcement learning. However, in theory, most complexity results assert a…
Classical optimization theory establishes that zeroth-order (ZO) algorithms suffer from a dimension-dependent slowdown, with convergence rates typically scaling with the model dimension compared to first-order methods. However, in contrast…
Large language models (LLMs) have demonstrated impressive capabilities across numerous NLP tasks. Nevertheless, conventional first-order fine-tuning techniques impose heavy memory demands, creating practical obstacles to real-world…
Zeroth-Order (ZO) optimization has emerged as a promising solution for fine-tuning LLMs under strict memory constraints, as it avoids the prohibitive memory cost of storing activations for backpropagation. However, existing ZO methods…
We revisit the one-point feedback zeroth-order (ZO) optimization problem, a classical setting in derivative-free optimization where only a single noisy function evaluation is available per query. Compared to their two-point counterparts,…
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…
The conditional gradient idea proposed by Marguerite Frank and Philip Wolfe in 1956 was so well received by the community that new algorithms (also called Frank--Wolfe type algorithms) are still being actively created. In this paper, we…
Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…
First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…
In this paper, we consider non-smooth stochastic convex optimization with two function evaluations per round under infinite noise variance. In the classical setting when noise has finite variance, an optimal algorithm, built upon the…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
This paper deals with the black-box optimization problem. In this setup, we do not have access to the gradient of the objective function, therefore, we need to estimate it somehow. We propose a new type of approximation JAGUAR, that…
We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…
Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this…
This paper considers the nonconvex nonsmooth problem in which the objective function is Lipschitz continuous. We focus on the stochastic setting where the algorithm can access stochastic function value evaluations with heavy-tailed noise,…
We study nonconvex zeroth-order optimization (ZOO) in a high-dimensional space $\mathbb R^d$ for functions with approximately $s$-sparse gradients. To reduce the dependence on the dimensionality $d$ in the query complexity, high-dimensional…