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stat.ML2025
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function that is locally strong…
stat.ML2024
The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize
Dongyan Huo, Yixuan Zhang, Yudong Chen +1
In this work, we investigate stochastic approximation (SA) with Markovian data and nonlinear updates under constant stepsize . Existing work has primarily focused on either i…
stat.ML2024
Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important classes of dynamics: 1) nonsmooth contractiv…