A Formal Kinetic Theory for Zeroth-Order Newton Dynamics:Stein-Corrected Hessian Estimation and Curvature--Variance Trade-offs

Sicherheitsmeldung mit Schweregrad noch nicht bewertet. Technische Details im Tab „Originaltext“; empfohlene Schritte in der Checkliste.

Originaltext der Quelle (nicht übersetzt) – die deutsche Zusammenfassung findest du im Tab „Kurzfassung".

arXiv:2607.22567v2 Announce Type: replace-cross Abstract: Zeroth-order Newton-type methods are useful when gradients and Hessians are unavailable, but they behave quite differently from first-order gradient-free methods. We develop a kinetic framework for algorithms that estimate both gradient and Hessian from black-box function values. The naive random-direction Hessian estimator turns out to be biased even on quadratics; a Gaussian--Stein correction is needed to estimate the Hessian of the Gaussian-smoothed objective. Linearizing the inverse Hessian exposes two noise channels: gradient noise preconditioned by the inverse Hessian, and Hessian noise transmitted through an inverse-Hessian sandwich. Under a noisy oracle the second channel carries the second-difference factor $\mu_H^{-4}$. A small-mass kinetic lift links the finite-step Newton update to an underdamped phase-space model; the overdamped spatial limit yields a Lyapunov bound that exposes the curvature--variance trade-off between step size, batch sizes, smoothing radii, and regularization. Numerical experiments confirm estimator identities, the gradient and Hessian variance laws, dimension scaling, inverse-perturbation accuracy, and optimization behavior under query-budget and regularization ablations.

Vollständiger Originalartikel ↗

• Betroffenheit im eigenen Stack prüfen: Versionen/Komponenten abgleichen.
• Originalquelle / Hersteller-Advisory lesen: https://arxiv.org/abs/2607.22567
• Verfügbaren Patch oder Workaround einspielen und dokumentieren.