Zeroth-Order Nonconvex Stochastic Optimization: Handling Constraints, High Dimensionality, and Saddle Points
Krishnakumar Balasubramanian, Saeed Ghadimi
Topics & Concepts
Hessian matrixSaddle pointRate of convergenceMathematicsStochastic optimizationZeroth law of thermodynamicsMathematical optimizationApplied mathematicsAlgorithmComputer scienceKey (lock)PhysicsComputer securityGeometryQuantum mechanicsStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesAdvanced Bandit Algorithms Research