ZORO-FA is a fully adaptive zeroth-order method that provably finds eps-stationary points in O(s(log n)/eps^2) function evaluations when gradients are sufficiently compressible, and O(n^2/eps^2) otherwise.
Adapting Zeroth Order Algorithms for Comparison-Based Optimization
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abstract
Comparison-Based Optimization (CBO) is an optimization paradigm that assumes only very limited access to the objective function f(x). Despite the growing relevance of CBO to real-world applications, this field has received little attention as compared to the adjacent field of Zeroth-Order Optimization (ZOO). In this work we propose a relatively simple method for converting ZOO algorithms to CBO algorithms, thus greatly enlarging the pool of known algorithms for CBO. Via PyCUTEst, we benchmarked these algorithms against a suite of unconstrained problems. We then used hyperparameter tuning to determine optimal values of the parameters of certain algorithms, and utilized visualization tools such as heat maps and line graphs for purposes of interpretation. All our code is available at https://github.com/ishaslavin/Comparison_Based_Optimization.
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math.OC 1years
2025 1verdicts
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Fully Adaptive Zeroth-Order Method for Minimizing Functions with Compressible Gradients
ZORO-FA is a fully adaptive zeroth-order method that provably finds eps-stationary points in O(s(log n)/eps^2) function evaluations when gradients are sufficiently compressible, and O(n^2/eps^2) otherwise.