arXiv Machine Learning

Convergence analysis of a family of Zermelo-type iterations for the Bradley--Terry model

arXiv:2607. 22221v1 Announce Type: cross Abstract: Zermelo's algorithm is a classical method for computing the maximum likelihood estimator in the Bradley--Terry (BT) model, but its convergence can be slow in practice.

arXiv Machine Learning
Jun 15

Nonlinear Two-Time-Scale Stochastic Approximation: A Sharp Phase Transition and How to Beat It

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
Hugging Face Trending Papers
Jun 24

\chisao{}: A GPU-Native Parallel Optimizer for Multimodal Black-Box Functions via Convergence-Anticonvergence Oscillation

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.