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Necessity of finite-difference gradients for fast noisy optimization rates
Consider noisy optimization with a budget of $N$ function evaluations, where the objective is a strongly convex quadratic and an algorithm observes only noisy comparisons rather th…
Conjectureopencomparison-based-algorithms noisy-optimization optimizationarXiv posted 2 days ago

Necessity of finite-difference gradients for fast noisy optimization rates