Thanks to you both for feedback;
The CLOP paper has references to papers with these bounds (Chen-1988 for
> the proof that it is not possible to do better. IIRC, some variations of
> stochastic gradient have been proved to match the bound, so the bound is
> tight).
>
> Yes, Chen's bound is the main reference for bounds in the differentiable
case;
and the Kiefer-Wolfowitz algorithm is the main reference for showing that
the bound is matched by some algorithm.
These papers close the question for this class of functions, at least if
- we don't try to know the dependency in the number of parameters
(the constant term in the linear slope in log-log term depends on the
number of parameters,
this might be relevant for Brian's remark on the number of parameters).
- we don't want to restrict the assumptions
Best regards,
Olivier
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