arXiv:2411.13999math.OCcs.LG2024-11被引 3

针对黑箱函数优化,提出高效零阶算法,在过参数化下实现最优复杂度。

Accelerated zero-order SGD under high-order smoothness and overparameterized regime

  • 利用高阶光滑性设计无梯度算法,突破传统平滑假设限制
  • 在欧氏与非欧氏空间中均保证收敛,可容忍一定对抗噪声
  • 适用于医疗、物理及对抗性机器学习等需模拟反馈的场景

我们提出一种新型无梯度算法,用于解决凸随机优化问题,如医学、物理及机器学习中的对抗多臂赌博机问题。目标函数仅可通过数值模拟获得,且可能受对抗噪声污染,只能访问函数值(黑箱)。通过利用逻辑回归等场景中存在的高阶光滑性,改进了在经典光滑性假设下设计的零阶方法。所提算法在过参数化设定下运行——模型参数量远大于训练数据规模——此时模型可完美拟合训练数据并具备良好泛化能力。算法在确定性与随机噪声下均提供收敛性保证,并估计了维持精度的最大允许对抗噪声水平;进一步推广至非欧氏空间。理论结果在逻辑回归问题上得到验证。

原文摘要 · Abstract (English)

We present a novel gradient-free algorithm to solve a convex stochastic optimization problem, such as those encountered in medicine, physics, and machine learning (e.g., adversarial multi-armed bandit problem), where the objective function can only be computed through numerical simulation, either as the result of a real experiment or as feedback given by the function evaluations from an adversary. Thus we suppose that only a black-box access to the function values of the objective is available, possibly corrupted by adversarial noise: deterministic or stochastic. The noisy setup can arise naturally from modeling randomness within a simulation or by computer discretization, or when exact values of function are forbidden due to privacy issues, or when solving non-convex problems as convex ones with an inexact function oracle. By exploiting higher-order smoothness, fulfilled, e.g., in logistic regression, we improve the performance of zero-order methods developed under the assumption of classical smoothness (or having a Lipschitz gradient). The proposed algorithm enjoys optimal oracle complexity and is designed under an overparameterization setup, i.e., when the number of model parameters is much larger than the size of the training dataset. Overparametrized models fit to the training data perfectly while also having good generalization and outperforming underparameterized models on unseen data. We provide convergence guarantees for the proposed algorithm under both types of noise. Moreover, we estimate the maximum permissible adversarial noise level that maintains the desired accuracy in the Euclidean setup, and then we extend our results to a non-Euclidean setup. Our theoretical results are verified on the logistic regression problem.

零阶优化过参数化黑箱优化随机优化

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