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Four arXiv papers advance stochastic optimization theory · 4 sources tracked

Four new research papers published on arXiv explore advanced convergence properties of stochastic optimization methods. The first paper introduces a unified theory for steady-state convergence of stochastic approximation with contractive, Markovian, and multiplicative noise, achieving an optimal $O(\sqrt{\alpha})$ rate in Wasserstein-2 distance. Another paper proves almost sure convergence for stochastic gradient descent with clipping and additive Gaussian noise, extending to momentum variants. A third study analyzes convergence rates for SGD under heavy-tailed noise and Hölder smoothness, introducing new guarantees for gradient clipping methods in challenging regimes. Finally, a fourth paper presents a method using random tilts to find stationary points in stochastic convex optimization, achieving a $\sqrt{d/n}$ stationarity residual order. AI

IMPACT Advances theoretical understanding of optimization algorithms crucial for training large-scale AI models.

RANK_REASON Cluster consists of four academic papers on theoretical machine learning topics published on arXiv.

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AI-generated summary · Google Gemini · from 5 sources. How we write summaries →

Four arXiv papers advance stochastic optimization theory · 4 sources tracked

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COVERAGE [5]

  1. arXiv cs.LG TIER_1 English(EN) · Yixuan Zhang, Qiaomin Xie ·

    Steady-State Convergence of Stochastic Approximation

    arXiv:2609.14922v1 Announce Type: cross Abstract: For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $\alpha.$ Steady-state convergence (SSC) concerns the limit of the scaled stationary distr…

  2. arXiv cs.LG TIER_1 English(EN) · Amartya Mukherjee, Jun Liu ·

    Almost Sure Convergence Analysis of Stochastic Gradient Methods with Clipping and Additive Noise

    arXiv:2609.12119v1 Announce Type: new Abstract: Stochastic gradient descent (SGD) with gradient clipping and additive noise has become a standard technique for training machine learning models, particularly in applications requiring robustness or privacy guarantees. However, clip…

  3. arXiv cs.LG TIER_1 English(EN) · Misbah Uz Zaman, Anirbit Mukherjee ·

    Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise and H\"{o}lder Smoothness

    arXiv:2609.12785v1 Announce Type: new Abstract: Classical convergence guarantees for stochastic gradient methods typically assume Lipschitz-smooth objectives and finite-variance gradient noise, both frequently violated in practice. In contrast, we study nonconvex stochastic optim…

  4. arXiv stat.ML TIER_1 English(EN) · Djamel Rassem Lamouri, Dorian Baudry, Nicolas Gast ·

    The Bias of Nonlinear Two-Time-scale Stochastic Approximation under Constant Step-Sizes

    arXiv:2609.20409v1 Announce Type: cross Abstract: Two-timescale stochastic approximation (TTSA) is a fundamental tool for analyzing coupled iterative algorithms in reinforcement learning, optimization, and stochastic control. However, finite-time guarantees for nonlinear two-time…

  5. arXiv stat.ML TIER_1 English(EN) · Felipe Areces, John C. Duchi, Malo Sommers ·

    Random tilts to find stationary points in stochastic convex optimization

    arXiv:2609.17798v1 Announce Type: cross Abstract: We consider the problem of finding stationary points of stochastic convex functions and related variational inequalities. For each, we show that regularized empirical risk minimization, coupled with a random tilting perturbation, …