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English(EN) Non-Ergodic Markovian Mirror Descent with Unbounded Noise

一项新研究详细介绍了具有无界噪声的非遍历马尔可夫镜像下降法

研究人员 Yunus Alp Biyikoglu 和 arXiv 发表了一篇新论文,详细介绍了一种分析随机镜像下降法的方法。他们的工作侧重于在马尔可夫链中最小化凸目标,利用来自单个样本路径的有噪声次梯度观测。该论文为加权平均迭代的次优性差距建立了 O(T^{-1/2}) 的界限,即使在具有无界随机次梯度和泊松解的情况下也是如此。只要满足某些正则性和矩条件,这种分析就适用于有限状态和不可约可数状态的马尔可夫链。 AI

影响 为与机器学习相关的优化技术提供了理论进展。

排序理由 关于优化算法的学术论文。[lever_c_demoted from research: ic=1 ai=0.7]

在 arXiv cs.LG 阅读 →

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一项新研究详细介绍了具有无界噪声的非遍历马尔可夫镜像下降法

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关于优化算法的学术论文。[lever_c_demoted from research: ic=1 ai=0.7]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yunus Alp Biyikoglu, R. Srikant ·

    具有无界噪声的非遍历马尔可夫镜像下降法

    arXiv:2610.34433v1 Announce Type: cross Abstract: We analyze stochastic mirror descent for minimizing a convex objective expressed as an expectation under the stationary distribution of a Markov chain, using noisy subgradient observations along a single sample path. Through Poiss…