Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations

IEEE Transactions on Information Theory

Volumn 61, Issue 5, 2015, Pages 2788-2806

  Duchi, John C ^a   Jordan, Michael I ^b,c   Wainwright, Martin J ^b,c   Wibisono, Andre ^b  

^a Stanford University   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

lower bounds; on line learning; Optimization; statistical learning; zero order optimization

Indexed keywords

ALGORITHMS; CONVEX OPTIMIZATION; FUNCTION EVALUATION; GRADIENT METHODS; INFORMATION THEORY; STOCHASTIC SYSTEMS;

CONVEX OPTIMIZATION PROBLEMS; DERIVATIVE-FREE ALGORITHM; INFORMATION-THEORETIC LOWER BOUNDS; LOWER BOUNDS; ONLINE LEARNING; STATISTICAL LEARNING; STOCHASTIC GRADIENT METHODS; ZERO ORDER;

OPTIMIZATION;

EID: 84928632779     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2015.2409256     Document Type: Article

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