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
arXiv Machine Learning
Jun 3

Data- and Variance-dependent Regret Bounds for Online Tabular MDPs

arXiv:2602. 01903v2 Announce Type: replace Abstract: This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent regret bounds in the stochastic regime.

By Mingyi Li, Taira Tsuchiya, Kenji Yamanishi
arXiv Machine Learning
Aug 27

Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling

The paper introduces Hessian-free high-resolution (HFHR) dynamics, an extension of underdamped Langevin dynamics that incorporates reversible position diffusion for sampling in machine learning. It provides an explicit quantitative contraction rate under a position Poincaré inequality, weighted Hessian and Laplacian bounds, and a compact Sobolev embedding, even when the potential is non‑convex. For the HFHR Monte Carlo algorithm, a path‑space Girsanov argument yields a non‑asymptotic convergence bound and an explicit iteration complexity in total variation distance, improving on previous HFHR results and demonstrating benefits of a positive diffusion parameter through numerical experiments.

By Wujun Lv, Xiaoyu Wang, Yingli Wang, Lingjiong Zhu