Mini-Batch Stochastic Krasnosel'ski\uı-Mann Algorithm for Nonexpansive Fixed Point Problems

Abstract

The Krasnosel'ski\uı-Mann algorithm is a well-known method for finding fixed points of a nonexpansive mapping with strong theoretical guarantees. However, there are practical large-scale problems to which this algorithm cannot be applied. Here, to resolve the issue caused by the computational difficulty of the mapping, we define a computable mini-batch stochastic mapping, which is a unbiased estimator of the nonexpansive mapping, and implement it in the Krasnosel'ski\uı-Mann algorithm. We show that the algorithm with increasing batch sizes converges almost surely to a fixed point of the nonexpansive mapping. We also perform a convergence rate analysis on the algorithm.