Quantum speedups for stochastic optimization

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper

Authors

Aaron Sidford, Chenyi Zhang

Abstract

We consider the problem of minimizing a continuous function given given access to a natural quantum generalization of 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. and provide a general quantum variance reduction technique of independent interest.