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Summary of Gradient Compressed Sensing: a Query-efficient Gradient Estimator For High-dimensional Zeroth-order Optimization, by Ruizhong Qiu et al.


Gradient Compressed Sensing: A Query-Efficient Gradient Estimator for High-Dimensional Zeroth-Order Optimization

by Ruizhong Qiu, Hanghang Tong

First submitted to arxiv on: 27 May 2024

Categories

  • Main: Machine Learning (cs.LG)
  • Secondary: None

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
This paper proposes a new method for nonconvex zeroth-order optimization (ZOO) in high-dimensional spaces, specifically designed to leverage gradient sparsity. The authors aim to reduce the dependence on dimensionality by designing efficient gradient estimators. Their proposed algorithm, Gradient Compressed Sensing (GraCe), uses only O(s log log d/s) queries per step and achieves O(1/T) convergence rate. This improves upon previous methods that required O(s log d/s) queries per step for the same convergence rate. The authors demonstrate the effectiveness of GraCe by generalizing the Indyk-Price-Woodruff (IPW) algorithm from linear measurements to nonlinear functions, and improving it via a dependent random partition technique. Experimental results show that GraCe outperforms existing ZOO methods on 10000-dimensional function benchmarks.
Low GrooveSquid.com (original content) Low Difficulty Summary
This research paper is about finding the best way to optimize functions in very high-dimensional spaces. The authors are trying to solve this problem by taking advantage of the fact that the gradients (which are like partial derivatives) of these functions are often sparse, meaning they have many zero values. They propose a new algorithm called Gradient Compressed Sensing (GraCe) that is more efficient than previous methods and can handle high-dimensional spaces. The authors test GraCe on large function benchmarks and show that it performs better than other existing algorithms.

Keywords

» Artificial intelligence  » Optimization