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arXiv · 2308.01582

Quantum speedups for stochastic optimization

Aaron Sidford·Chenyi Zhang
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Abstract

We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension versus accuracy trade-off which is provably unachievable classically and we prove that one method is asymptotically optimal in low-dimensional settings. Additionally, we provide quantum algorithms for computing a critical point of a smooth non-convex function at rates not known to be achievable classically. To obtain these results we build upon the quantum multivariate mean estimation result of Cornelissen et al. 2022 and provide a general quantum-variance reduction technique of independent interest.

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Aaron Sidford, Chenyi Zhang. 2023-08-03. Quantum speedups for stochastic optimization. https://arxiv.org/abs/2308.01582

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