A Tight Lower Bound for Smooth Nonconvex Stochastic Optimization with Bounded Gradient Noise
- URL: http://arxiv.org/abs/2608.09004v1
- Date: Mon, 10 Aug 2026 01:45:56 GMT
- Title: A Tight Lower Bound for Smooth Nonconvex Stochastic Optimization with Bounded Gradient Noise
- Abstract summary: We prove a sharp lower bound for smooth non-adaptive optimization with bounded gradient noise.<n>This matches standard upper bound and resolves the question raised by [Arvani et al.] of whether almost-surely bounded oracle error permits a better than bounded variance.
- Score: 7.7753818665096945
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: We prove a sharp lower bound for smooth nonconvex stochastic optimization with uniformly bounded gradient noise. In the \(K=1\) fresh-sample model, every randomized adaptive algorithm requires $$Ω\left( \frac{ΔL}{ε^2} + \frac{ΔLσ^2}{ε^4} \right)$$ queries to find a point with expected gradient norm at most \(ε\). This matches the standard upper bound and, to the best of our knowledge, resolves the question raised by [Arjevani et al. 2023] of whether almost-surely bounded oracle error permits a better rate than bounded variance. The proof was independently generated with GPT-5.6 Sol in Codex's Ultra mode during a two-hour session. The human author supplied the prompt and was responsible only forchecking the proof and revising and polishing the manuscript.
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