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Record W4386553863 · doi:10.3934/math.20231321

Sequential stochastic blackbox optimization with zeroth-order gradient estimators

2023· article· en· W4386553863 on OpenAlexafffund
Charles Audet, Jean Bigeon, Romain Couderc, Michael Kokkolaras

Bibliographic record

VenueAIMS Mathematics · 2023
Typearticle
Languageen
FieldComputer Science
TopicStochastic Gradient Optimization Techniques
Canadian institutionsMcGill UniversityPolytechnique MontréalGroup for Research in Decision Analysis
FundersNatural Sciences and Engineering Research Council of CanadaInstitut de Valorisation des Données
KeywordsMaxima and minimaLipschitz continuityMathematical optimizationSequence (biology)Rate of convergenceConvergence (economics)Stochastic optimizationAlgorithmMathematicsConvex functionEstimatorComputer scienceRegular polygonKey (lock)

Abstract

fetched live from OpenAlex

This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential stochastic optimization (SSO), i.e., the original problem is decomposed into a sequence of subproblems. Each subproblem is solved by using a zeroth-order version of a sign stochastic gradient descent with momentum algorithm (i.e., ZO-signum) and with increasingly fine precision. This decomposition allows a good exploration of the space while maintaining the efficiency of the algorithm once it gets close to the solution. Under the Lipschitz continuity assumption on the blackbox, a convergence rate in mean is derived for the ZO-signum algorithm. Moreover, if the blackbox is smooth and convex or locally convex around its minima, the rate of convergence to an $ \epsilon $-optimal point of the problem may be obtained for the SSO algorithm. Numerical experiments are conducted to compare the SSO algorithm with other state-of-the-art algorithms and to demonstrate its competitiveness.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.003
Threshold uncertainty score0.008

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0000.001
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.020
GPT teacher head0.250
Teacher spread0.230 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes2
Has abstractyes

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