I just laid down 1/4 minus rock and wondering how to compress it?
I can rent a compressor and my local depot.
So my question is where do I start? In the middle out?

So you are renting something like a jumping jack, right? Do not start in the middle but rather outline the perimeter and work you way into smaller and smaller squares. What you you planning to do once this rock is compressed, curious since you went with no fines.

If its only a couple of inches of rock then a 'Plate tamper" can be used. A jumping jack will be to aggressive unless you need that, be prepared to add a lot more stone with a jumping jack if you need to maintain a certain height.