Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization

@inproceedings{Feldman2017StatisticalQA,
title={Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization},
author={Vitaly Feldman and Crist{\'o}bal Guzm{\'a}n and Santosh S. Vempala},
booktitle={SODA},
year={2017}
}
• Published in SODA 30 December 2015
• Computer Science
Stochastic convex optimization, by which the objective is the expectation of a random convex function, is an important and widely used method with numerous applications in machine learning, statistics, operations research, and other areas. We study the complexity of stochastic convex optimization given only statistical query (SQ) access to the objective function. We show that well-known and popular first-order iterative methods can be implemented using only statistical queries. For many cases…

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