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Isotropic Noise in Stochastic and Quantum Convex Optimization

NeurIPS 2025 · Optimization › Nonconvex and smooth optimization · approach: Stochastic convex optimization complexity · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use isotropic noise assumptions instead of only a variance boundSCO · High-precision, low-variance regimesoracle 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-VSGOISGO-based SCO method · SCOoracle 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 methodQuantum SCO with QVSGO · Quantum SCOoracle 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 errorQuantum isotropifier · Quantum SCO with QVSGOoracle queries: \tilde{O}(dR\sigma_V/\epsilon)Helped

Limitations

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

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