Alexandre Tsybakov

Sharp Optimal Algorithm for Derivative-Free Stochastic Convex Optimization in One Dimension

Alexandra Carpentier, Chloé Rouyer, Alexandre Tsybakov, Arya Akhavan

Stochastic convex optimization is a classical problem with well-understood guarantees under first-order feedback. In contrast, for zero-order optimization with noisy function evaluations, a logarithmic gap has persisted between known upper bounds and the $Ω(1/\sqrt{T})$ lower bou…Read more