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
Sep 21

Single-Loop Stochastic Projected Damped Extragradient Methods for Stochastic Nonconvex--(Strongly) Concave Minimax Optimization

The paper introduces single-loop stochastic projected damped extragradient (SPDE) and its variance-reduced variant (VR-SPDE) for stochastic nonconvex–(strongly) concave minimax problems. It provides SFO complexity bounds for achieving game stationarity and optimization stationarity, improving upon previous multi-loop methods while maintaining a single-loop structure. The results claim the best-known SFO complexities for these stationarity criteria among single-loop stochastic first‑order methods.

By Huiling Zhang, Minhao Zhang, Zi Xu