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Limits on Gradient Compression for Stochastic Optimization

Information Theory 2020-01-27 v1 math.IT

Abstract

We consider stochastic optimization over p\ell_p spaces using access to a first-order oracle. We ask: {What is the minimum precision required for oracle outputs to retain the unrestricted convergence rates?} We characterize this precision for every p1p\geq 1 by deriving information theoretic lower bounds and by providing quantizers that (almost) achieve these lower bounds. Our quantizers are new and easy to implement. In particular, our results are exact for p=2p=2 and p=p=\infty, showing the minimum precision needed in these settings are Θ(d)\Theta(d) and Θ(logd)\Theta(\log d), respectively. The latter result is surprising since recovering the gradient vector will require Ω(d)\Omega(d) bits.

Keywords

Cite

@article{arxiv.2001.09032,
  title  = {Limits on Gradient Compression for Stochastic Optimization},
  author = {Prathamesh Mayekar and Himanshu Tyagi},
  journal= {arXiv preprint arXiv:2001.09032},
  year   = {2020}
}
R2 v1 2026-06-23T13:19:55.050Z