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Improve Single-Point Zeroth-Order Optimization Using High-Pass and Low-Pass Filters

ICML 2022 · Optimization › Optimizers · approach: Zeroth-order training methods · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add a high-pass filter (residual feedback) to vanilla SZO (ablation)SZO · Logistic regression, d=2 and N=200convergence speedHelped
Add a high-pass filter (residual feedback) to vanilla SZO (ablation)SZO · Logistic regression, d=2 and N=200estimation varianceHelped
Add a low-pass filter (momentum) to HF-SZO (ablation)HF-SZO · Logistic regression, d=2 and N=200convergence speedHelped
Set the high-pass parameter β to 1 (ablation)HLF-SZO · Logistic regression, d=2 and N=200convergence speedHelped
Set the high-pass parameter β to 1 (ablation)HLF-SZO · Logistic regression, d=2 and N=200estimation varianceHelped
Add a low-pass filter (momentum) to residual-feedback SZO (ablation)Residual-feedback SZO · Logistic regression, ridge regression, and Beale functionconvergence speedHelped
Add a low-pass filter (momentum) to residual-feedback SZO (ablation)Residual-feedback SZO · LQR under different system noise levelsconvergence speedHelped
Replace HLF-SZO with vanilla SZO by removing both filters (ablation)HLF-SZO · Logistic regression, d=2 and N=200convergence speedHurt
Replace HLF-SZO with two-point ZOHLF-SZO · Logistic regression, ridge regression, Beale function, and LQRconvergence speedNo clear effect
Increase system noiseZO methods · LQRconvergence speedHurt

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