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Towards Greener Stochastic Derivative-free Optimization with Trust Regions and Adaptive Sampling
Adaptive sampling-based trust-region optimization has emerged as an efficient solver for nonlinear and nonconvex problems in noisy …
Yunsoo Ha, Sara Shashaani
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Improved Complexity of Trust-region Optimization for Zeroth-order Stochastic Oracles with Adaptive Sampling
We present an enhanced stochastic trust-region optimization with adaptive sampling (ASTRO-DF) in which optimizing an iteratively …
Yunsoo Ha, Sara Shashaani, Quoc Tran-Dinh
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