A gradient estimator via L1-randomization for online zero-order optimization with two point feedback

Arya Akhavan, Evgenii Chzhen, Massimiliano Pontil, Alexandre B. Tsybakov. A gradient estimator via L1-randomization for online zero-order optimization with two point feedback. In Sanmi Koyejo, S. Mohamed, A. Agarwal, Danielle Belgrave, K. Cho, A. Oh, editors, Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, NeurIPS 2022, New Orleans, LA, USA, November 28 - December 9, 2022. 2022. [doi]

Authors

Arya Akhavan

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Evgenii Chzhen

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Massimiliano Pontil

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Alexandre B. Tsybakov

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