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This paper deals with stochastic optimization problems involving Markovian noise with a zero-order oracle. We present and analyze a novel derivative-free method for solving such problems in strongly convex smooth and non-smooth settings…

Optimization and Control · Mathematics 2026-01-06 Boris Prokhorov , Semyon Chebykin , Alexander Gasnikov , Aleksandr Beznosikov

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…

Optimization and Control · Mathematics 2023-08-15 Charles Audet , Jean Bigeon , Romain Couderc , Michael Kokkolaras

Feedback optimization algorithms compute inputs to a system using real-time output measurements, which helps mitigate the effects of disturbances. However, existing work often models both system dynamics and computations in either discrete…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Oscar Jed Chuy , Matthew Hale , Ricardo Sanfelice

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

Derivative-free optimization has become an important technique used in machine learning for optimizing black-box models. To conduct updates without explicitly computing gradient, most current approaches iteratively sample a random search…

Machine Learning · Statistics 2018-08-03 Liu Liu , Minhao Cheng , Cho-Jui Hsieh , Dacheng Tao

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…

Optimization and Control · Mathematics 2023-06-14 Alessio Maritan , Luca Schenato

We propose an efficient framework for amortized conditional inference by leveraging exact conditional score-guided diffusion models to train a non-reversible neural network as a conditional generative model. Traditional normalizing flow…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Zezhong Zhang , Caroline Tatsuoka , Dongbin Xiu , Guannan Zhang

Efficiently aligning large-scale video diffusion models with human intent requires a scalable and trajectory-aware pathway that bridges the inherent discrepancy between training noise distributions and practical inference trajectories.…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Jingyuan Zhu , Biaolong Chen , Le Zhang , Aixi Zhang , Hao Jiang , Pipei Huang

The iterative and stochastic nature of diffusion models enables test-time scaling, whereby spending additional compute during denoising generates higher-fidelity samples. Increasing the number of denoising steps is the primary scaling axis,…

Machine Learning · Computer Science 2025-09-09 Vignav Ramesh , Morteza Mardani

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

While online Reinforcement Learning has emerged as a crucial technique for aligning flow matching models with human preferences, current approaches are hindered by inefficient exploration during training rollouts. Relying on undirected…

Machine Learning · Computer Science 2026-02-09 Ruizhe Zhong , Jiesong Lian , Xiaoyue Mi , Zixiang Zhou , Yuan Zhou , Qinglin Lu , Junchi Yan

Generative Adversarial Networks (GANs) have achieved remarkable results in the task of generating realistic natural images. In most successful applications, GAN models share two common aspects: solving a challenging saddle point…

Machine Learning · Statistics 2019-05-21 Piotr Bojanowski , Armand Joulin , David Lopez-Paz , Arthur Szlam

Inference-time scaling offers a versatile paradigm for aligning visual generative models with downstream objectives without parameter updates. However, existing approaches that optimize the high-dimensional initial noise suffer from severe…

Machine Learning · Computer Science 2026-02-04 Jinyan Ye , Zhongjie Duan , Zhiwen Li , Cen Chen , Daoyuan Chen , Yaliang Li , Yingda Chen

Generative diffusion models have emerged as leading models in speech and image generation. However, in order to perform well with a small number of denoising steps, a costly tuning of the set of noise parameters is needed. In this work, we…

Machine Learning · Computer Science 2021-09-14 Robin San-Roman , Eliya Nachmani , Lior Wolf

Recently, diffusion models have gained popularity and attention in trajectory optimization due to their capability of modeling multi-modal probability distributions. However, addressing nonlinear equality constraints, i.e, dynamic…

Robotics · Computer Science 2026-03-10 Jushan Chen , Santiago Paternain

This paper concerns a convex, stochastic zeroth-order optimization (S-ZOO) problem. The objective is to minimize the expectation of a cost function whose gradient is not directly accessible. For this problem, traditional optimization…

Optimization and Control · Mathematics 2022-02-08 Hongcheng Liu , Yu Yang

We consider non-smooth saddle point optimization problems. To solve these problems, we propose a zeroth-order method under bounded or Lipschitz continuous noise, possible adversarial. In contrast to the state-of-the-art algorithms, our…

Optimization and Control · Mathematics 2023-03-28 Darina Dvinskikh , Vladislav Tominin , Yaroslav Tominin , Alexander Gasnikov

Fine-tuning is powerful for adapting large language models to downstream tasks, but it often results in huge memory usages. A promising approach to mitigate this is using Zeroth-Order (ZO) optimization, which estimates gradients to replace…

Machine Learning · Computer Science 2024-10-15 Fei Wang , Li Shen , Liang Ding , Chao Xue , Ye Liu , Changxing Ding

As application demands for zeroth-order (gradient-free) optimization accelerate, the need for variance reduced and faster converging approaches is also intensifying. This paper addresses these challenges by presenting: a) a comprehensive…

Machine Learning · Computer Science 2018-06-08 Sijia Liu , Bhavya Kailkhura , Pin-Yu Chen , Paishun Ting , Shiyu Chang , Lisa Amini

We develop the no-propagate algorithm for sampling the linear response of random dynamical systems, which are non-uniform hyperbolic deterministic systems perturbed by noise with smooth density. We first derive a Monte-Carlo type formula…

Dynamical Systems · Mathematics 2023-08-16 Angxiu Ni
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