Best-known and comparison results for stochastic-gradient oracles
Result
Algorithm or model
Complexity
Guarantee
Oracle / start
Assumptions and notes
Review
Sources
best upper/lower
Fixed-dimensional stochastic-gradient sampling
Θd(log(1+κ)+σ2/(αε))
∥μ−π∥TV≤ε
Unbiased full-vector stochastic gradient; conditional total variance ≤σ2; no potential valuesUnknown mode x⋆ with ∥x⋆∥≤α−1/2; no warm start supplied
Fixed d≥1; αI⪯∇2V⪯βI; κ=β/α; 0<ε≤1/10.Worst-case expected number of oracle replies, including repeated and discarded calls. Constants may depend on d. Conditional moment bounds hold given the full query history. Includes σ=0; the upper bound does not claim polynomial dependence on d.
Unbiased stochastic gradient, one query per iteration; error η with E∥η(x)−η(y)∥2≤CG∥x−y∥2Any μ∈P2; initial W2(μ,π) enters logarithmically
αI⪯∇2V⪯βI; 0<ε≤1; σ22=∫E∥η∥2dπ and σ44=∫E∥η∥4dπ are averaged under π.Asymptotic bias αW2(π~h,π)≤12hβd+min{hσ42/2,2hσ2}: order h with a finite fourth moment, order h1/2 with only a second moment. A spiked-noise example shows a second moment alone cannot give order-h bias uniformly over noise laws with fixed variance. Wasserstein guarantee; not comparable with the TV rows.
The stochastic-gradient table compares unbiased noisy-gradient oracles under different noise assumptions. The finite-sum table counts individual component queries, distinguishing gradient access from value-only access. Bounds from these two oracle models are not directly interchangeable.
Main separation
Sub-exponential noise permits polylogarithmic accuracy dependence. Bounded variance alone forces inverse-accuracy dependence. In fixed dimension, Ou–Wang (2026) give matching upper and lower bounds when the unknown mode lies in a known ball. Their dimension-dependent constants do not give a growing-dimension complexity bound.