We consider stochastic optimization over ℓp 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 p≥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=2 and p=∞, showing the minimum precision needed in these settings are Θ(d) and Θ(logd), respectively. The latter result is surprising since recovering the gradient vector will require Ω(d) bits.
@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}
}