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News/A Parameter-Free Zeroth-Order Method with Covariance Matrix Adaptation and Effective Dimension
arxiv
PublishedOctober 2, 2026 at 4:00 AM

A Parameter-Free Zeroth-Order Method with Covariance Matrix Adaptation and Effective Dimension

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arXiv:2609.38561v1 Announce Type: cross Abstract: 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

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