arXiv Machine Learning By Shaan Ul Haque, Zedong Wang, Zixuan Zhang, Siva Theja Maguluri

How Accurately Can a Gaussian Approximate Stochastic Approximation Iterates?

Read the original on arXiv Machine Learning →

arXiv:2602. 13906v2 Announce Type: replace-cross Abstract: Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise.

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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