Zeroth-Order Stochastic Variance Reduction for Nonconvex Optimization

Sijia Liu, Bhavya Kailkhura, Pin-Yu Chen, Paishun Ting, Shiyu Chang, Lisa Amini

Neural Information Processing Systems 

Zeroth-order (gradient-free) optimization is increasingly embraced for solving machine learning problems where explicit expressions of the gradients are difficult or infeasible to obtain.

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