相关论文: Efficiently avoiding saddle points with zero order…

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…

In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…

We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…

Zeroth-order optimization (ZOO) is an important framework for stochastic optimization when gradients are unavailable or expensive to compute. A potential limitation of existing ZOO methods is the bias inherent in most gradient estimators…

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…

Zeroth-order (ZO) optimization with ordinal feedback has emerged as a fundamental problem in modern machine learning systems, particularly in human-in-the-loop settings such as reinforcement learning from human feedback, preference…

A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-order stationarity criteria, we are able to extend the Adagrad…

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…

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,…

We develop stochastic first-order primal-dual algorithms to solve a class of convex-concave saddle-point problems. When the saddle function is strongly convex in the primal variable, we develop the first stochastic restart scheme for this…

Gradient-based first-order convex optimization algorithms find widespread applicability in a variety of domains, including machine learning tasks. Motivated by the recent advances in fixed-time stability theory of continuous-time dynamical…

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration…

Zeroth-order (derivative-free) optimization attracts a lot of attention in machine learning, because explicit gradient calculations may be computationally expensive or infeasible. To handle large scale problems both in volume and dimension,…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

It is well-known that given a bounded, smooth nonconvex function, standard gradient-based methods can find $\epsilon$-stationary points (where the gradient norm is less than $\epsilon$) in $\mathcal{O}(1/\epsilon^2)$ iterations. However,…

We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…

This paper is devoted to solving a convex stochastic optimization problem in a overparameterization setup for the case where the original gradient computation is not available, but an objective function value can be computed. For this class…