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Related papers: Why Does Adaptive Zeroth-Order Optimization Work?

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One of the major bottlenecks for deploying popular first-order differentially private (DP) machine learning algorithms (e.g., DP-SGD) lies in their high computation and memory cost, despite the existence of optimized implementations.…

Machine Learning · Computer Science 2026-01-14 Xuchen Gong , Tian Li

Parameter-efficient fine-tuning (PEFT) significantly reduces memory costs when adapting large language models (LLMs) for downstream applications. However, traditional first-order (FO) fine-tuning algorithms incur substantial memory overhead…

Machine Learning · Computer Science 2024-10-11 Yiming Chen , Yuan Zhang , Liyuan Cao , Kun Yuan , Zaiwen Wen

Zeroth-order (ZO) optimization is being recognized as a simple yet powerful alternative to standard backpropagation (BP)-based training. Notably, ZO optimization allows for training with only forward passes and (almost) the same memory as…

Machine Learning · Computer Science 2025-01-09 Keisuke Sugiura , Hiroki Matsutani

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

Distributed demand response is a typical distributed optimization problem that requires coordination among multiple agents to satisfy demand response requirements. However, existing distributed algorithms for this problem still face…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Ruiyang Jin , Yujie Tang , Jie Song

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…

Optimization and Control · Mathematics 2021-12-22 Zichong Li , Pin-Yu Chen , Sijia Liu , Songtao Lu , Yangyang Xu

In this paper, we study the standard formulation of an optimization problem when the computation of gradient is not available. Such a problem can be classified as a "black box" optimization problem, since the oracle returns only the value…

Optimization and Control · Mathematics 2024-09-30 Aleksandr Lobanov , Nail Bashirov , Alexander Gasnikov

Zeroth-order (a.k.a, derivative-free) methods are a class of effective optimization methods for solving complex machine learning problems, where gradients of the objective functions are not available or computationally prohibitive.…

Optimization and Control · Mathematics 2023-12-12 Feihu Huang , Shangqian Gao , Jian Pei , Heng Huang

Finite-difference methods are a class of algorithms designed to solve black-box optimization problems by approximating a gradient of the target function on a set of directions. In black-box optimization, the non-smooth setting is…

Optimization and Control · Mathematics 2023-11-07 Marco Rando , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

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

We introduce and analyze Structured Stochastic Zeroth order Descent (S-SZD), a finite difference approach that approximates a stochastic gradient on a set of $l\leq d$ orthogonal directions, where $d$ is the dimension of the ambient space.…

Optimization and Control · Mathematics 2024-10-10 Marco Rando , Cesare Molinari , Silvia Villa , Lorenzo Rosasco

We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…

Optimization and Control · Mathematics 2018-03-22 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the…

Optimization and Control · Mathematics 2021-09-09 Yan Zhang , Yi Zhou , Kaiyi Ji , Michael M. Zavlanos

Zeroth-order (ZO) fine-tuning is attractive for large language models because it replaces backpropagation with forward objective evaluations. Existing implementations nevertheless execute ZO algorithms inside conventional training loops,…

Machine Learning · Computer Science 2026-05-28 Zelin Li , Caiwen Ding

The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…

Machine Learning · Computer Science 2016-05-27 Francis Bach , Vianney Perchet

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

Differentially private zeroth-order optimization methods have recently gained popularity in private fine tuning of machine learning models due to their reduced memory requirements. Current approaches for privatizing zeroth-order methods…

Optimization and Control · Mathematics 2025-07-10 Devansh Gupta , Meisam Razaviyayn , Vatsal Sharan

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

Optimization and Control · Mathematics 2020-10-06 Masaru Ito , Mituhiro Fukuda