arXiv AI By Seo Taek Kong, Sihan Zeng, Thinh T. Doan, R. Srikant

Nonasymptotic CLT and Error Bounds for Linear Two-Time-Scale Stochastic Approximation

Read the original on arXiv AI →

arXiv:2502. 09884v4 Announce Type: replace-cross Abstract: We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv AI.

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