A Parameter-Free Zeroth-Order Method with Covariance Matrix Adaptation and Effective Dimension
Zeroth-order optimization methods are essential for solving black-box problems where gradient information is unavailable or expensive to compute. This paper presents POEM-CMA, a novel parameter-free stochastic zeroth-order algorithm that extends the recent POEM method by integrating covariance matrix alignment and the...
Alexander Sholokhov, A. Rogozin
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