Mar, 2020
零阶正则化优化(ZORO):近似稀疏梯度和自适应采样
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling
HanQin Cai, Daniel Mckenzie, Wotao Yin, Zhenliang Zhang
TL;DR该论文介绍了一种名为 ZORO 的方法,用于零阶、正则化优化问题,并证明了在凸设置下,其收敛速度仅对问题维度对数相关。