惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

美团技术团队
T
The Blog of Author Tim Ferriss
月光博客
月光博客
阮一峰的网络日志
阮一峰的网络日志
Engineering at Meta
Engineering at Meta
量子位
I
InfoQ
Jina AI
Jina AI
Microsoft Security Blog
Microsoft Security Blog
H
Help Net Security
H
Hackread – Cybersecurity News, Data Breaches, AI and More
G
Google Developers Blog
J
Java Code Geeks
Recent Announcements
Recent Announcements
aimingoo的专栏
aimingoo的专栏
小众软件
小众软件
V
V2EX
腾讯CDC
P
Proofpoint News Feed
A
About on SuperTechFans
爱范儿
爱范儿
U
Unit 42
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Last Week in AI
Last Week in AI

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Gradient-free optimization of highly smooth functions: im...
Arya Akhavan, Evgenii Chzhen, Massimiliano Pontil, Alexandre B. · 2023-06-04 · via math.ST updates on arXiv.org

This work studies minimization problems with zero-order noisy oracle information under the assumption that the objective function is highly smooth and possibly satisfies additional properties. We consider two kinds of zero-order projected gradient descent algorithms, which differ in the form of the gradient estimator. The first algorithm uses a gradient estimator based on randomization over the $\ell_2$ sphere due to Bach and Perchet (2016). We present an improved analysis of this algorithm on the class of highly smooth and strongly convex functions studied in the prior work, and we derive rates of convergence for two more general classes of non-convex functions. Namely, we consider highly smooth functions satisfying the Polyak-Łojasiewicz condition and the class of highly smooth functions with no additional property. The second algorithm is based on randomization over the $\ell_1$ sphere, and it extends to the highly smooth setting the algorithm that was recently proposed for Lipschitz convex functions in Akhavan et al. (2022). We show that, in the case of noiseless oracle, this novel algorithm enjoys better bounds on bias and variance than the $\ell_2$ randomization and the commonly used Gaussian randomization algorithms, while in the noisy case both $\ell_1$ and $\ell_2$ algorithms benefit from similar improved theoretical guarantees. The improvements are achieved thanks to a new proof techniques based on Poincaré type inequalities for uniform distributions on the $\ell_1$ or $\ell_2$ spheres. The results are established under weak (almost adversarial) assumptions on the noise. Moreover, we provide minimax lower bounds proving optimality or near optimality of the obtained upper bounds in several cases.