Related papers: Stochastic Zeroth-Order Optimization Under Heavy-T…

Prompt learning has become a key method for adapting large language models to specific tasks with limited data. However, traditional gradient-based optimization methods for tuning prompts are computationally intensive, posing challenges for…

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

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…

Zeroth-order optimizers have recently emerged as a practical approach for fine-tuning large language models (LLMs), significantly reducing GPU memory consumption compared to traditional first-order methods. Yet, existing zeroth-order…

In this paper, we focus on solving an important class of nonconvex optimization problems which includes many problems for example signal processing over a networked multi-agent system and distributed learning over networks. Motivated by…

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…

Hard-thresholding is an important type of algorithm in machine learning that is used to solve $\ell_0$ constrained optimization problems. However, the true gradient of the objective function can be difficult to access in certain scenarios,…

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

We propose a new framework for analyzing zeroth-order optimization (ZOO) from the perspective of \emph{oblivious randomized sketching}.In this framework, commonly used gradient estimators in ZOO-such as finite difference (FD) and random…

This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…

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.…

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…

We consider the problem of unconstrained minimization of a smooth objective function in $\mathbb{R}^d$ in setting where only function evaluations are possible. We propose and analyze stochastic zeroth-order method with heavy ball momentum.…

We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…

In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic…

Zeroth-order (ZO) optimization is indispensable for complex non-convex tasks where explicit gradients are computationally prohibitive or strictly inaccessible. For deploying ZO methods over distributed heterogeneous networks, the gradient…

In many important machine learning applications, the standard assumption of having a globally Lipschitz continuous gradient may fail to hold. This paper delves into a more general $(L_0, L_1)$-smoothness setting, which gains particular…

Large language models have demonstrated exceptional capabilities across diverse tasks, but their fine-tuning demands significant memory, posing challenges for resource-constrained environments. Zeroth-order (ZO) optimization provides a…

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…