A one-bit, comparison-based gradient estimator
نویسندگان
چکیده
We study zeroth-order optimization for convex functions where we further assume that function evaluations are unavailable. Instead, one only has access to a comparison oracle, which given two points x and y returns single bit of information indicating point larger value, f(x) or f(y). By treating the gradient as an unknown signal be recovered, show how can use tools from one-bit compressed sensing construct robust reliable estimator normalized gradient. then propose algorithm, coined SCOBO, uses this within descent scheme. when some low dimensional structure exploited, SCOBO outperforms state-of-the-art in terms query complexity. Our theoretical claims verified by extensive numerical experiments.
منابع مشابه
A Distributed One-Step Estimator
Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the corresponding asymptotic properties of the newly proposed estimator. We find that the proposed one-step estimator enjoys the same asymptotic properties as the ce...
متن کاملGradient-Based Blind Deconvolution with Flexible Approximated Bayesian Estimator
In this paper a new blind deconvolution algorithm as modzjkation of the Bellini ‘s ‘Bussgang ’ is presented. Firstly, a novel version based on stochastic Gradient Steepest Descent error minimization technique isproposed. Then the Bayesian estimator used by Bellini is approximated with a flexible Sigmoid’ parameterized with adjustable amplitude and slope, and a gradient-based technique is propos...
متن کاملOne-Bit ExpanderSketch for One-Bit Compressed Sensing
Is it possible to obliviously construct a set of hyperplanes H such that you can approximate a unit vector x when you are given the side on which the vector lies with respect to every h ∈ H? In the sparse recovery literature, where x is approximately k-sparse, this problem is called onebit compressed sensing and has received a fair amount of attention the last decade. In this paper we obtain th...
متن کاملA Novel ICA-based Estimator for Software Cost Estimation
One of the most important and valuable goal of software development life cycle is software cost estimation or SCE. During the recent years, SCE has attracted the attention of researchers due to huge amount of software project requests. There have been proposed so many models using heuristic and meta-heuristic algorithms to do machine learning process for SCE. COCOMO81 is one of the most popular...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2022
ISSN: ['1096-603X', '1063-5203']
DOI: https://doi.org/10.1016/j.acha.2022.03.003