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math.OC2026
Finite-Time Concentration and Convergence Rates for Projected Two-Time-Scale Stochastic Approximation with Markov Noise
Rahul Singh, Vivek S. Borkar, Eric Moulines
We study finite-time concentration and convergence rates for projected two-time-scale stochastic approximation driven by a controlled Markov chain. The averaged fast map is contrac…
math.OC2026
Exploding and vanishing gradients in deep neural networks: the effect of residual connections
Vivek S Borkar
The well known phenomenon of exploding and vanishing gradients in deep neural networks is analyzed using multiplicative ergodic theory. The effect of adding a residual connection i…