arXiv Machine Learning By Ege C. Kaya, Arda Fazla, M. Berk Sahin, Abolfazl Hashemi

A Banach-Space Theory of Markovian Halpern Iteration for Non-Expansive Maps

Read the original on arXiv Machine Learning →

arXiv:2608. 15966v1 Announce Type: new Abstract: We study stochastic approximation of fixed points of a non-expansive operator when the oracle samples originate from a continuing Markovian trajectory.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 13

Solving Stochastic Fixed-Point Equations with High Probability

arXiv:2607. 09097v1 Announce Type: cross Abstract: We study stochastic fixed-point equations $\mathbf{T}(\mathbf{x}) = \mathbf{x}$ over normed spaces $(\mathcal{E}, \|\cdot\|)$, where the operator $\mathbf{T}$ is nonexpansive or contractive and is accessed only through unbiased stochastic evaluations with bounded second central moment.

By Jelena Diakonikolas
arXiv Machine Learning
Jul 21

Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach

arXiv:2607. 17595v1 Announce Type: new Abstract: We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded.

By Siddharth Chandak