arXiv:2606. 14488v1 Announce Type: cross Abstract: Recent finite-time analyses of nonlinear two-time-scale stochastic approximation show that under contractive assumptions the slow iterate $Y_k$ with stepsizes $\beta_k=\Theta(k^{-1})$ and $\alpha_k=\Theta(k^{-a})$, $a\in(1/2,1)$, generally satisfies a mean-square rate of order $k^{-a}$; decoupled $k^{-1}$ rates require strong local linearity.
By Dhruv Sarkar, Vaneet Aggarwal
arXiv:2606. 04031v1 Announce Type: new Abstract: Coupled gradient descent--where the update of one parameter block depends on another--underlies bilevel optimization, two-time-scale stochastic approximation, and adversarial training.
By Ahanaf Hasan Ariq
arXiv:2607. 18559v1 Announce Type: cross Abstract: Gaussian graphical model selection is usually studied under independent sampling, but in many applications the data arise as a single trajectory of a dependent stochastic process.
By Vignesh Tirukkonda, Gautam Dasarathy
arXiv:2607. 13414v1 Announce Type: cross Abstract: Non-expansive two-time-scale stochastic approximation is governed by a slow stochastic Krasnoselskii--Mann fixed-point iteration rather than by contraction to a unique equilibrium.
By Dhruv Sarkar, Vaneet Aggarwal
In this paper, we study the finite-time behavior of the TD(0) temporal-difference method with linear function approximation (LFA). We consider on-policy independent and identically distributed (i.
arXiv:2606. 05967v1 Announce Type: cross Abstract: In this paper, we study the finite-time behavior of the TD(0) temporal-difference method with linear function approximation (LFA).
By Ziad Kobeissi (L2S), \'Elo\"ise Berthier (U2IS)
arXiv:2606. 01720v1 Announce Type: new Abstract: We study finite-sample generalization for a client-sampled distributed optimization scheme with matrix-valued parameters and orthogonalized momentum updates.
By Da Chang, Qiankun Shi, Lvgang Zhang, Yu Li, Ruijie Zhang
arXiv:2310. 15976v4 Announce Type: replace Abstract: signSGD is attractive in nonconvex optimization because it communicates sign-valued rather than full-precision gradients.
By Zhen Qin, Zhishuai Liu, Pan Xu
arXiv:2606. 26164v1 Announce Type: new Abstract: Finding all modes of a multimodal black-box function is a fundamental challenge in optimization, Bayesian inference, and scientific computing.
By Ira Wolfson
Finding all modes of a multimodal black-box function is a fundamental challenge in optimization, Bayesian inference, and scientific computing. Existing approaches -- basin-hopping, CMA-ES, multistart gradient descent -- operate sequentially and cannot exploit the massive parallelism of modern GPU hardware.
arXiv:2607. 28902v1 Announce Type: new Abstract: We develop a parallel framework that assembles static gradient methods to achieve better adaptivity.
By Bin Fu
arXiv:2410. 23212v3 Announce Type: replace-cross Abstract: In graph-based data analysis, $k$-nearest neighbor ($k$NN) graphs are widely used due to their adaptivity to local data densities.
By Xiuyuan Cheng, Yixuan Tan, Nan Wu