Author

Alexander Sholokhov

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Preprint Sep 2026

Parameter-Free Zeroth-Order Optimization with Ellipsoidal Sampling

Zeroth-order optimization methods are essential for solving black-box problems where gradient information is unavailable or expensive to compute. This paper presents POEM-ES, a novel parameter-free stochastic zeroth-order algorithm that extends the recent POEM method by integrating subspace preconditioning with ellipso...

Alexander Sholokhov, A. Rogozin · 0 citations

#machine learning Preprint Sep 2026

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 · 0 citations