AI 中文总结
研究在仅通过随机零阶预言机获取有噪声函数评估时,对光滑拟凸函数进行无约束最小化的问题。设计零阶连续化算法,实现加速收敛保证,包含镜像步骤改善维度依赖性。
AI 中文摘要
我们考虑在仅通过随机零阶预言机可获得有噪声函数评估的情况下,对光滑拟凸函数进行无约束最小化。对于这些非凸函数,标准加速方法依赖于需要一阶信息的子空间搜索机制,在零阶情况下不可用。相比之下,替代的、不太传统的连续化方法能够避免这种机制。在这项工作中,我们设计了一种零阶连续化算法,实现了加速收敛保证,在拟凸性参数范围内与光滑凸优化的收敛保证并行。我们的方法包含一个镜像步骤,在存在稀疏解时改善维度依赖性。
英文摘要
We consider unconstrained minimization of smooth quasar-convex functions when only noisy function evaluations are accessible through a stochastic zeroth-order oracle. For these non-convex functions, the standard acceleration method relies on subspace-search mechanisms that require first-order information, being therefore unavailable in zeroth-order regimes. In contrast, the alternative and less conventional continuized method enable to avoid such mechanisms. In this work, we design a zeroth-order continuized algorithm, leading to accelerated convergence guarantees that parallel those of smooth convex optimization up to a quasar-convexity parameter. Our method incorporates a mirror step, improving the dimension dependence when there exists sparse solution.