Skip to content
conftrace_
2015 NeurIPS NeurIPS 2015

Information-theoretic lower bounds for convex optimization with erroneous oracles

We consider the problem of optimizing convex and concave functions with access to an erroneous zeroth-order oracle. In particular, for a given function $x \to f(x)$ we consider optimization when one is given access to absolute error oracles that return values in [f(x) - \epsilon,f(x)+\epsilon] or relative error oracles that return value in [(1+\epsilon)f(x), (1 +\epsilon)f (x)], for some \epsilon larger than 0. We show stark information theoretic impossibility results for minimizing convex functions and maximizing concave functions over polytopes in this model.

🌉 Interdisciplinary Bridge - Artificial Intelligence and Mathematics & Optimization
🐣 Hot Topic Early Bird - lower bound

More from NeurIPS 2015

All NeurIPS 2015 papers →