Nonconvex Zeroth-Order Stochastic ADMM Methods with Lower Function Query Complexity

30 Jul 2019Feihu HuangShangqian GaoHeng Huang

Zeroth-order method is a class of powerful optimization tool for many machine learning problems because it only needs function values (not gradient) in the optimization. Recently, although many zeroth-order methods have been developed, these approaches still exist one of two main drawbacks: 1) high function query complexity; 2) not being well suitable for solving the problems with complex penalties and constraints... (read more)

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