canonical setting

Stochastic and finite-sum oracles

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

Upper and lower bounds

Stochastic gradients

4 scoped results. Tildes suppress logarithmic factors.

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Best-known and comparison results for stochastic-gradient oracles
ResultAlgorithm or modelComplexityGuaranteeOracle / startAssumptions and notesReviewSources
best upper/lowerFixed-dimensional stochastic-gradient samplingΘd(log⁡(1+κ)+σ2/(αε))\Theta_d\bigl(\log(1+\kappa)+\sigma^2/(\alpha\varepsilon)\bigr)∥μ−π∥TV≤ε\lVert\mu-\pi\rVert_{\rm TV}\le\varepsilonUnbiased full-vector stochastic gradient; conditional total variance ≤σ2\le\sigma^2; no potential valuesUnknown mode x⋆x_\star with ∥x⋆∥≤α−1/2\lVert x_\star\rVert\le\alpha^{-1/2}; no warm start suppliedFixed d≥1d\ge1; αI⪯∇2V⪯βI\alpha I\preceq\nabla^2V\preceq\beta I; κ=β/α\kappa=\beta/\alpha; 0<ε≤1/100<\varepsilon\le1/10.Worst-case expected number of oracle replies, including repeated and discarded calls. Constants may depend on dd. Conditional moment bounds hold given the full query history. Includes σ=0\sigma=0; the upper bound does not claim polynomial dependence on dd.Checkedpreprint
best upperFORSO~((κd+σψ2/α)polylog⁡(1/ε))\widetilde O((\kappa\sqrt d+\sigma_\psi^2/\alpha)\operatorname{polylog}(1/\varepsilon))∥μN−π∥TV≤ε\lVert\mu_N-\pi\rVert_{\rm TV}\le\varepsilonUnbiased sub-exponential stochastic gradientKnown mode / paper initializationαI⪯∇2V⪯βI\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
upperStochastic gradient LMC (SGLD)O~(CG/α2+κd/ε+min⁡{σ42/(αε), σ22/(αε2)})\widetilde O\bigl(C_G/\alpha^2+\kappa\sqrt d/\varepsilon+\min\{\sigma_4^2/(\alpha\varepsilon),\,\sigma_2^2/(\alpha\varepsilon^2)\}\bigr)α W2(μN,π)≤ε\sqrt\alpha\,W_2(\mu_N,\pi)\le\varepsilonUnbiased stochastic gradient, one query per iteration; error η\eta with E∥η(x)−η(y)∥2≤CG∥x−y∥2\mathbb E\lVert\eta(x)-\eta(y)\rVert^2\le C_G\lVert x-y\rVert^2Any μ∈P2\mu\in\mathcal P_2; initial W2(μ,π)W_2(\mu,\pi) enters logarithmicallyαI⪯∇2V⪯βI\alpha I\preceq\nabla^2V\preceq\beta I; 0<ε≤10<\varepsilon\le1; σ22=∫E∥η∥2 dπ\sigma_2^2=\int\mathbb E\lVert\eta\rVert^2\,d\pi and σ44=∫E∥η∥4 dπ\sigma_4^4=\int\mathbb E\lVert\eta\rVert^4\,d\pi are averaged under π\pi.Asymptotic bias α W2(π~h,π)≤12hβd+min⁡{hσ42/2,2h σ2}\sqrt\alpha\,W_2(\tilde\pi_h,\pi)\le12h\beta\sqrt d+\min\{h\sigma_4^2/2,\sqrt{2h}\,\sigma_2\}: order hh with a finite fourth moment, order h1/2h^{1/2} with only a second moment. A spiked-noise example shows a second moment alone cannot give order-hh bias uniformly over noise laws with fixed variance. Wasserstein guarantee; not comparable with the TV rows.Checkedpreprint
Upper and lower bounds

Finite sums

3 scoped results. Tildes suppress logarithmic factors.

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Best-known and comparison results for finite-sum oracles
ResultAlgorithm or modelComplexityGuaranteeOracle / startAssumptions and notesReviewSources
best 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
best 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
best lowerFinite-sum zeroth-order lower boundΘ~(L2/α)\widetilde\Theta(L^2/\alpha)Constant sampling accuracyIndividual component value queriesUnit-ball supportd≪L2/αd\ll L^2/\alpha; Lipschitz component functions.Different oracle and support model from the stochastic-gradient row.Checkedmonograph

Scope

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.