Fully Adaptive Zeroth-Order Method for Minimizing Functions with Compressible Gradients
We propose an adaptive zeroth-order method for minimizing differentiable functions with L-Lipschitz continuous gradients. The method is designed to take advantage of the eventual compressibility of the gradient of the objective function, but it does not require knowledge of the approximate sparsity level s or the Lipschitz constant L of the gradient. We show that … Read more