# CONGO: Compressive Online Gradient Optimization

arXiv: https://arxiv.org/abs/2407.06325 · HTML: https://mlsanity.com/paper/2407.06325/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 33 references that are in the map.
- First posted on arXiv 8 Jul 2024.

## Builds on (most cited first, 10 of 10)

- [Introduction to Online Convex Optimization](https://mlsanity.com/paper/1909.05207/) (2019)
- [Stochastic Zeroth-order Optimization in High Dimensions](https://mlsanity.com/paper/1710.10551/) (2017)
- [Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling](https://mlsanity.com/paper/2003.13001/) (2020)
- [FIRM: An Intelligent Fine-Grained Resource Management Framework for SLO-Oriented Microservices](https://mlsanity.com/paper/2008.08509/) (2020)
- [Improved Regret for Zeroth-Order Adversarial Bandit Convex Optimisation](https://mlsanity.com/paper/2006.00475/) (2020)
- [(Bandit) Convex Optimization with Biased Noisy Gradient Oracles](https://mlsanity.com/paper/1609.07087/) (2016)
- [Autothrottle: A Practical Bi-Level Approach to Resource Management for SLO-Targeted Microservices](https://mlsanity.com/paper/2212.12180/) (2022)
- [A Second-Order Method for Stochastic Bandit Convex Optimisation](https://mlsanity.com/paper/2302.05371/) (2023)
- [Stochastic Gradient Line Bayesian Optimization for Efficient Noise-Robust Optimization of Parameterized Quantum Circuits](https://mlsanity.com/paper/2111.07952/) (2021)
- [Gradient Estimation with Simultaneous Perturbation and Compressive Sensing](https://mlsanity.com/paper/1511.08768/) (2015)

## Abstract (arXiv)

We address the challenge of zeroth-order online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions possess non-zero gradients. Our aim is to leverage this sparsity to obtain useful estimates of the objective function's gradient even when the only information available is a limited number of function samples. Our motivation stems from the optimization of large-scale queueing networks that process time-sensitive jobs. Here, a job must be processed by potentially many queues in sequence to produce an output, and the service time at any queue is a function of the resources allocated to that queue. Since resources are costly, the end-to-end latency for jobs must be balanced with the overall cost of the resources used. While the number of queues is substantial, the latency function primarily reacts to resource changes in only a few, rendering the gradient sparse. We tackle this problem by introducing the Compressive Online Gradient Optimization framework which allows compressive sensing methods previously applied to stochastic optimization to achieve regret bounds with an optimal dependence on the time horizon without the full problem dimension appearing in the bound. For specific algorithms, we reduce the samples required per gradient estimate to scale with the gradient's sparsity factor rather than its full dimensionality. Numerical simulations and real-world microservices benchmarks demonstrate CONGO's superiority over gradient descent approaches that do not account for sparsity.