9 papers
Spherical-Design Oracles for Zeroth-Order Optimisation: Deterministic, Variance-Free Gradient Estimation
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
In this work, we develop a zeroth-order (ZO) method that estimates the gradient with minimal bias and variance. Instead of the random directions often used in the ZO literature, we…
From Cursed to Competitive: Closing the ZO-FO Gap via Input-to-State Stability
Amir Ali Farzin, Philipp Braun, Iman Shames
While it is generally understood that zeroth-order (ZO) algorithms have an extra dependency on their number of iterations for any choice of parameters, compared to their first-orde…
On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(…
Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser.…
Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian…
Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unc…
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This paper studies properties of fixed points of generalised Extra-gradient (GEG) algorithms applied to min-max problems. We discuss connections between saddle points of the object…
Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm
Amir Ali Farzin, Yuen Man Pun, Philipp Braun +3
This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with pos…
Minimisation of Polyak-Łojasewicz Functions Using Random Zeroth-Order Oracles
Amir Ali Farzin, Iman Shames
The application of a zeroth-order scheme for minimising Polyak-Łojasewicz (PL) functions is considered. The framework is based on exploiting a random oracle to estimate the functio…