2026
Noisy Pairwise-Comparison Random Search for Smooth Nonconvex Optimization
ICML 2026poster
We consider minimizing high-dimensional smooth nonconvex objectives using only noisy pairwise comparisons. Unlike classical zeroth-order methods limited by the ambient dimension $d$, we propose Noisy-Comparison Random Search (NCRS), a direct-search method that exploits random line search to adapt to…