Keywords: Nonconvex optimization, Robustness, Quantum algorithms
Abstract: In this paper, we systematically study quantum algorithms for finding an $\epsilon$-approximate second-order stationary point ($\epsilon$-SOSP) of a $d$-dimensional nonconvex function, a fundamental problem in nonconvex optimization, with noisy zeroth- or first-order oracles as inputs. We first prove that, up to noise of $O(\epsilon^{10}/d^5)$, perturbed accelerated gradient descent equipped with quantum gradient estimation takes $O(\log d/\epsilon^{1.75})$ quantum queries to find an $\epsilon$-SOSP. We then prove that standard perturbed gradient descent is robust to the noise of $O(\epsilon^6/d^4)$ and $O(\epsilon/d^{0.5+\zeta})$ for any $\zeta>0$ on the zeroth- and first-order oracles, respectively, which provides a quantum algorithm with poly-logarithmic query complexity. We then propose a stochastic gradient descent algorithm using quantum mean estimation on the Gaussian smoothing of noisy oracles, which is robust to $O(\epsilon^{1.5}/d)$ and $O(\epsilon/\sqrt{d})$ noise on the zeroth- and first-order oracles, respectively. The quantum algorithm takes $O(d^{2.5}/\epsilon^{3.5})$ and $O(d^2/\epsilon^3)$ queries to the two oracles, giving a polynomial speedup over the classical counterparts. As a complement, we characterize the domains where quantum algorithms can find an $\epsilon$-SOSP with poly-logarithmic, polynomial, or exponential number of queries in $d$, or the problem is information-theoretically unsolvable even with an infinite number of queries. In addition, we prove an $\Omega(\epsilon^{-12/7})$ lower bound on $\epsilon$ for any randomized classical and quantum algorithm to find an $\epsilon$-SOSP using either noisy zeroth- or first-order oracles.
Supplementary Material: pdf
Primary Area: optimization
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Submission Number: 822
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