Zeroth-order optimization with orthogonal random directions
David Kozak, Cesare Molinari, Lorenzo Rosasco, Luis Tenorio, Silvia Villa
Topics & Concepts
MathematicsApplied mathematicsConvergence (economics)SmoothingDiscretizationConvex optimizationMathematical optimizationGradient descentSet (abstract data type)Numerical analysisRegular polygonMathematical analysisGeometryComputer scienceStatisticsEconomic growthProgramming languageMachine learningEconomicsArtificial neural networkSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms ResearchStochastic Gradient Optimization Techniques