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20192026
most citedTight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize

8 citations · 19 across the 32 of their papers we have counts for

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Showing 2024Show all

6 papers · 1 filter

stat.ML2024

Refined Analysis of Federated Averaging and Federated Richardson-Romberg

Paul Mangold, Alain Durmus, Aymeric Dieuleveut +2

In this paper, we present a novel analysis of \FedAvg with constant step size, relying on the Markov property of the underlying process. We demonstrate that the global iterates of…

math.OC2024

Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation

Marina Sheshukova, Denis Belomestny, Alain Durmus +3

We address the problem of solving strongly convex and smooth minimization problems using stochastic gradient descent (SGD) algorithm with a constant step size. Previous works sugge…

cs.LG2024

Improving GFlowNets with Monte Carlo Tree Search

Nikita Morozov, Daniil Tiapkin, Sergey Samsonov +2

Generative Flow Networks (GFlowNets) treat sampling from distributions over compositional discrete spaces as a sequential decision-making problem, training a stochastic policy to c…

stat.ML2024

Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning

Sergey Samsonov, Eric Moulines, Qi-Man Shao +2

In this paper, we obtain the Berry-Esseen bound for multivariate normal approximation for the Polyak-Ruppert averaged iterates of the linear stochastic approximation (LSA) algorith…

cs.DC2024

Queuing dynamics of asynchronous Federated Learning

Louis Leconte, Matthieu Jonckheere, Sergey Samsonov +1

We study asynchronous federated learning mechanisms with nodes having potentially different computational speeds. In such an environment, each node is allowed to work on models wit…

stat.ML2024

SCAFFLSA: Taming Heterogeneity in Federated Linear Stochastic Approximation and TD Learning

Paul Mangold, Sergey Samsonov, Safwan Labbi +4

In this paper, we analyze the sample and communication complexity of the federated linear stochastic approximation (FedLSA) algorithm. We explicitly quantify the effects of local t…