Proposes a clipped two-point zeroth-order algorithm achieving O(d^{p/2(p-1)} δ^{-1} ε^{-(2p-1)/p-1}) complexity for (δ, ε)-Goldstein stationary points in nonconvex nonsmooth problems with heavy-tailed noise.
No dimension-free deterministic algorithm computes approximate stationarities of lipschitzians.arXiv preprint arXiv:2210.06907, 2022
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Zeroth-Order Nonconvex Nonsmooth Optimization with Heavy-Tailed Noise
Proposes a clipped two-point zeroth-order algorithm achieving O(d^{p/2(p-1)} δ^{-1} ε^{-(2p-1)/p-1}) complexity for (δ, ε)-Goldstein stationary points in nonconvex nonsmooth problems with heavy-tailed noise.