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Isotropic Noise in Stochastic and Quantum Convex Optimization
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Introduces isotropic stochastic gradient noise (ISGO) for Lipschitz convex minimization, gives a stochastic cutting-plane method achieving Õ(R²σ²/ε²+d) queries, matching lower bounds, and a quantum isotropifier yielding Õ(dRσ_V/ε) quantum SCO.
Problem
Stochastic convex optimization of d-dimensional Lipschitz convex functions with variance-bounded or sub-exponential stochastic gradient oracles, where the dimension-dependent query complexity of VSGO-based methods is suboptimal; also quantum SCO with variance-bounded quantum gradient oracles.
Approach
Defines isotropic noise (bounded in every fixed direction w.h.p.), shows a stochastic cutting-plane method with marginal approximate gradients needs only directional accuracy toward the optimum, saving a factor d over VSGO; builds a quantum isotropifier that converts a variance-bounded quantum sampling oracle into an unbiased estimator with isotropic error via boosted phase estimation and MLMC.
Key results
- Isotropic-noise SCO solvable with Õ(R²σ_I²/ε² + d) queries to an ISGO, matched by a lower bound up to polylog factors.
- Sub-exponential noise (ESGO) achieves Õ(R²σ_E²/ε² + d) queries, with matching lower bound Ω̃(R²σ_E²/ε² + min{R²L²/ε², d}).
- Quantum SCO under σ_V-QVSGO solved with Õ(dRσ_V/ε) queries, improving on prior Õ(d^{3/2}σ_V R/ε) and Õ(d^{5/8}((L+σ_V)R/ε)^{3/2}) bounds.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use isotropic noise assumptions instead of only a variance bound | SCO · High-precision, low-variance regimes | oracle queries: O(R^2 \sigma^2 / \epsilon^2 + R^2 L^2 / \epsilon^2) -> \tilde{O} \inparen*{R^2 \sigma^2 / \epsilon^{2} + d} | Helped |
| Use a σ_E-ESGO rather than a σ_V-VSGO | ISGO-based SCO method · SCO | oracle queries: \tilde{O}(d R^2 \sigma_V^2 / \epsilon^2 + d) -> \tilde{O}(R^2 \sigma_E^2 / \epsilon^2 + d) | Helped |
| Use a quantum isotropifier with the stochastic cutting plane method | Quantum SCO with QVSGO · Quantum SCO | oracle queries: \tilde{O}(d^{3/2}\sigma_VR/\epsilon) -> \tilde{O}(dR\sigma_V/\epsilon) | Helped |
| Convert variance-bounded quantum samples into unbiased estimates with isotropic error | Quantum isotropifier · Quantum SCO with QVSGO | oracle queries: \tilde{O}(dR\sigma_V/\epsilon) | Helped |
Limitations
- VSGO-based rate Õ(dR²σ_V²/ε²+d) remains a factor d worse than the conjectured rate; the open problem is only solved under the stronger isotropic/sub-exponential noise model.
- Upper bound requires δ inverse-polynomially small and polylogarithmic factors are hidden.
Experimental setup
Metrics: query complexity
Baselines: SGD quantum SCO algorithm with Õ(d^{3/2}(L+σ_V)R/ε) queries quantum SCO algorithm with Õ(d^{5/8}((L+σ_V)R/ε)^{3/2}) queries
Builds on: center of gravity cutting plane method stochastic cutting plane method of Carmon et al.-style quantum SCO analysis quantum sub-Gaussian mean estimation multilevel Monte Carlo
Closest papers by meaning
- Quantum Algorithms for Non-smooth Non-convex Optimization (NeurIPS 2024 · similarity 0.90)
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- Stochastic Quantum Sampling for Non-Logconcave Distributions and Estimating Partition Functions (ICML 2024 · similarity 0.88)
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