Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling
From MaRDI portal
Publication:5072595
DOI10.1137/21M1392966zbMath1491.90184arXiv2003.13001MaRDI QIDQ5072595
HanQin Cai, Wotao Yin, Daniel McKenzie, Zhen-Liang Zhang
Publication date: 29 April 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.13001
derivative-free optimizationregularized optimizationblack-box optimizationzeroth-order optimizationsparse adversarial attacksparse gradients
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Learning and adaptive systems in artificial intelligence (68T05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Inexact coordinate descent: complexity and preconditioning
- The restricted strong convexity revisited: analysis of equivalence to error bound and quadratic growth
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- A simple proof of the restricted isometry property for random matrices
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Heuristics for cardinality constrained portfolio optimization
- The effect of deterministic noise in subgradient methods
- Random gradient-free minimization of convex functions
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- Bayesian Optimization in a Billion Dimensions via Random Embeddings
- Linear Convergence of Descent Methods for the Unconstrained Minimization of Restricted Strongly Convex Functions
- Optimization of Convex Functions with Random Pursuit
- Hybrid Deterministic-Stochastic Methods for Data Fitting
- Sparse Recovery Algorithms: Sufficient Conditions in Terms of Restricted Isometry Constants
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Design for low‐temperature microwave‐assisted crystallization of ceramic thin films
- Stochastic Three Points Method for Unconstrained Smooth Minimization
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- A Convergent Incremental Gradient Method with a Constant Step Size
- Stochastic Estimation of the Maximum of a Regression Function
