canonical setting

Stochastic and finite-sum oracles

V=m1i=1mfiV=m^{-1}\sum_{i=1}^m f_i or unbiased noisy gradients; oracle cost counts component or stochastic queries.

Upper and lower bounds

Comparison table

5 scoped results. Tildes suppress logarithmic factors.

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Best-known and comparison results for Stochastic and finite-sum oracles
ResultAlgorithm or modelComplexityGuaranteeOracle / startAssumptions and notesReviewSources
best upperHigh-accuracy stochastic-gradient samplerO~((κd+σψ2/α)polylog(1/ε))\widetilde O((\kappa\sqrt d+\sigma_\psi^2/\alpha)\operatorname{polylog}(1/\varepsilon))μNπTVε\lVert\mu_N-\pi\rVert_{\rm TV}\le\varepsilonUnbiased sub-exponential stochastic gradientKnown mode / paper initializationαI2VβI\alpha I\preceq\nabla^2V\preceq\beta I and uniform Orlicz-tail bound.Checked headline for light-tailed stochastic gradients.Checkedpublished
best lowerBounded-variance stochastic-gradient lower boundΩ(σ2/(αε))\Omega(\sigma^2/(\alpha\varepsilon))TV accuracy proportional to ε\varepsilonUnbiased bounded-variance stochastic gradientOne-dimensional Gaussian testing instanceIndependent oracle noise in the stated minimax model.Shows light tails are necessary for polylogarithmic accuracy dependence.Checkedpublished
upperVariance-reduced high-accuracy samplerO~((m+κdm)polylog(1/ε))\widetilde O((m+\kappa\sqrt{dm})\operatorname{polylog}(1/\varepsilon))High-accuracy samplingIndividual component value/gradientPaper initializationEach fif_i is β\beta-smooth and VV is α\alpha-strongly convex.Counts individual component queries, not full gradients.Checkedpublished
upperFinite-sum RM-ULMCO~(m+κ2+κ4/3d1/3m2/3/ε2/3)\widetilde O(m+\kappa^2+\kappa^{4/3}d^{1/3}m^{2/3}/\varepsilon^{2/3})Low-accuracy samplingIndividual component gradientPaper initializationFinite-sum strong convexity and component smoothness.Low-accuracy row; compare separately from polylogarithmic accuracy.Checkedmonograph
lowerFinite-sum zeroth-order lower boundΘ~(L2/α)\widetilde\Theta(L^2/\alpha)Constant sampling accuracyIndividual component value queriesUnit-ball supportdL2/αd\ll L^2/\alpha; Lipschitz component functions.Different oracle and support model from the stochastic-gradient row.Checkedmonograph

Scope

This table separates light-tailed stochastic gradients, bounded-variance gradients, finite sums, and zeroth-order component queries. These are different oracle models; the rows are grouped here because they measure the price of replacing a full exact gradient.

Main separation

Sub-exponential noise permits polylogarithmic accuracy dependence. Bounded variance alone forces inverse-accuracy dependence.