pith:LBCTHNMW
High-Probability Guarantees for Random Zeroth-Order (Stochastic) Gradient Descent
Random zeroth-order gradient descent reaches ε-suboptimality with probability 1-δ using O((dL/μ)log(1/ε) + log(1/δ)) queries for smooth strongly convex functions.
arxiv:2604.23613 v2 · 2026-04-26 · math.OC
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Claims
For deterministic L-smooth and μ-strongly convex objectives of d-dimension, the classical two-query random zeroth-order method finds an ε-suboptimal solution with probability at least 1-δ using O((dL/μ)log(1/ε) + log(1/δ)) function queries. For stochastic objectives under bounded-noise, random zeroth-order SGD achieves the same with O(d log(1/ε)(log(1/ε)+log(1/δ))/ε) queries.
The objective is L-smooth and μ-strongly convex (deterministic case) or has bounded noise without uniformly bounded stochastic gradients (stochastic case); these are invoked to derive the stated query complexities but their necessity for the high-probability result is not relaxed in the abstract.
Random zeroth-order gradient descent reaches ε-suboptimal solutions with probability 1-δ using O((dL/μ)log(1/ε) + log(1/δ)) queries deterministically and O(d log(1/ε)(log(1/ε)+log(1/δ))/ε) queries under bounded stochastic noise.
Receipt and verification
| First computed | 2026-06-23T01:12:07.537231Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
584533b5960dc3daa7004095154456fdd6a3beb511caaae809365cd3ba2cc06e
Aliases
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/LBCTHNMWBXB5VJYAICKRKRCW7X \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 584533b5960dc3daa7004095154456fdd6a3beb511caaae809365cd3ba2cc06e
Canonical record JSON
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"submitted_at": "2026-04-26T09:02:05Z",
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