Nonlinear Two-Time-Scale Stochastic Approximation: A Sharp Phase Transition and How to Beat It

arXiv:2606. 14488v1 Announce Type: cross Abstract: Recent finite-time analyses of nonlinear two-time-scale stochastic approximation show that under contractive assumptions the slow iterate $Y_k$ with stepsizes $\beta_k=\Theta(k^{-1})$ and $\alpha_k=\Theta(k^{-a})$, $a\in(1/2,1)$, generally satisfies a mean-square rate of order $k^{-a}$; decoupled $k^{-1}$ rates require strong local linearity.

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 Machine Learning.

• safety