UnderGrad: A Universal Black-Box Optimization Method with Almost Dimension-Free Convergence Rate Guarantees

Kimon Antonakopoulos, Dong Quan Vu, Volkan Cevher, Kfir Y. Levy, Panayotis Mertikopoulos. UnderGrad: A Universal Black-Box Optimization Method with Almost Dimension-Free Convergence Rate Guarantees. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 772-795, PMLR, 2022. [doi]

Abstract

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