ZO-AdaMM: Zeroth-Order Adaptive Momentum Method for Black-Box Optimization

Xiangyi Chen, Sijia Liu, Kaidi Xu, Xingguo Li, Xue Lin, Mingyi Hong, David Cox

Neural Information Processing Systems 

However, AdaMM is not suited for solving black-box optimization problems, where explicit gradient forms are difficult or infeasible to obtain. In this paper, we propose a zeroth-order AdaMM (ZO-AdaMM) algorithm, that generalizes AdaMM to the gradient-free regime.

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