Related papers: Explicit and Non-asymptotic Query Complexities of …
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…
Zeroth-order (ZO) optimization enables memory-efficient training of neural networks by estimating gradients via forward passes only, eliminating the need for backpropagation. However, the stochastic nature of gradient estimation…
A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achieves the optimal $\mathcal{O}(\epsilon^{-3/2})$ complexity…
We consider escaping saddle points of nonconvex problems where only the function evaluations can be accessed. Although a variety of works have been proposed, the majority of them require either second or first-order information, and only a…
We study novel robust zero-order algorithms with acceleration for the solution of real-time optimization problems. In particular, we propose a family of extremum seeking dynamics that can be universally modeled as singularly perturbed…
Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods…
Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…
The problem of stochastic convex optimization with bandit feedback (in the learning community) or without knowledge of gradients (in the optimization community) has received much attention in recent years, in the form of algorithms and…
Zeroth-order (ZO) optimization has emerged as a promising alternative to gradient-based backpropagation methods, particularly for black-box optimization and large language model (LLM) fine-tuning. However, ZO methods often suffer from slow…
Zeroth-order (ZO) optimization is widely used to handle challenging tasks, such as query-based black-box adversarial attacks and reinforcement learning. Various attempts have been made to integrate prior information into the gradient…
The increasing computational and memory demands in deep learning present significant challenges, especially in resource-constrained environments. We introduce a zero-order quantized optimization (ZOQO) method designed for training models…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…
We propose stochastic optimization algorithms that can find local minima faster than existing algorithms for nonconvex optimization problems, by exploiting the third-order smoothness to escape non-degenerate saddle points more efficiently.…
This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We…
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…
We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…
We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of…
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…
In the paper, we propose a class of accelerated zeroth-order and first-order momentum methods for both nonconvex mini-optimization and minimax-optimization. Specifically, we propose a new accelerated zeroth-order momentum (Acc-ZOM) method…