derivative-free optimization has become an important technique used in
machine learning for optimizing black-box models. To conduct updates without
explicitly computing gradient, most current approaches iteratively sample a
random search direction from Gaussian distribution and compute
本文提出了一种基于损失函数的零阶优化算法（ZO-SVRG）以及相应的快速收敛的优化方法，即方差减少，用于解决应用中需要零阶优化的挑战，可用于黑盒物质分类和黑盒深度神经网络模型生成对抗性示例。我们的理论分析揭示了 ZO-SVRG 的本质难点，并提出了两种利用方差减少的梯度估计器的加速版本 ZO-SVRG，其在 ZO 随机优化（迭代次数）方面具有已知的最佳速度。与当前其他最先进的 ZO 算法相比，我们的方法在功能查询复杂性和收敛速率之间取得了平衡。
CheapSVRG is proposed as a new stochastic variance-reduction optimization scheme which achieves a linear convergence rate through a surrogate computation while also balancing computational complexity.