arXiv:2609. 12785v1 Announce Type: new Abstract: Classical convergence guarantees for stochastic gradient methods typically assume Lipschitz-smooth objectives and finite-variance gradient noise, both frequently violated in practice.
arXiv:2609.09152v1 Announce Type: cross Abstract: We study how far gradient descent (GD) can be accelerated by predetermined nonnegative stepsizes in smooth convex optimization. Writing $p_{\mathrm{s...
arXiv:2606. 24879v1 Announce Type: cross Abstract: We study the last iterate of the stochastic subgradient method for one-dimensional convex Lipschitz objectives.
arXiv:2609. 09152v2 Announce Type: replace-cross Abstract: We study how far gradient descent (GD) can be accelerated by predetermined stepsizes in smooth convex optimization.
arXiv:2504. 09951v2 Announce Type: replace-cross Abstract: We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization variable.
arXiv:2608. 25551v1 Announce Type: new Abstract: Stochastic gradient descent (SGD) is typically analyzed at a deterministic horizon chosen before the algorithm is run, even though practical stopping decisions are made adaptively by inspecting the evolving trajectory.
arXiv:2602. 05657v2 Announce Type: replace Abstract: The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm.
arXiv:2606. 32005v1 Announce Type: cross Abstract: Stochastic Gradient Descent ($\textsf{SGD}$) is one of the most classical optimization algorithms with favorable theoretical guarantees, yet the practical implementation of $\textsf{SGD}$ differs subtly from its well-known form and is often referred to as Shuffling Stochastic Gradient Descent ($\textsf{Shuffling SGD}$).
The paper investigates the limits of accelerating gradient descent (GD) using predetermined step sizes in smooth convex optimization. It establishes new lower bounds: an ≥·n−1.6342 non‑anytime bound and an ≥·n−1.2408 anytime bound, surpassing previous results. These findings also demonstrate a strict separation between convergence exponents achievable in non‑anytime versus anytime settings.
arXiv:2609.15257v1 Announce Type: cross Abstract: We analyze a stochastic algorithm with Halpern anchoring for constrained convex-concave problems and monotone variational inequalities. This algorith...
arXiv:2606. 08028v1 Announce Type: new Abstract: We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction.
arXiv:2608. 19643v1 Announce Type: new Abstract: Self-normalized concentration inequalities are standard tools in bandit and reinforcement-learning analyses.