2022
UnderGrad: A Universal Black-Box Optimization Method with Almost Dimension-Free Convergence Rate Guarantees
ICML 2022oral
Universal methods achieve optimal convergence rate guarantees in convex optimization without any prior knowledge of the problem’s regularity parameters or the attributes of the gradient oracle employed by the method. In this regard, existing state-of-the-art algorithms achieve an $O(1/T^2)$ converge…