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cs.LG2026
Non-Asymptotic Convergence of Stochastic Iterative Algorithms: A Lyapunov Framework
Zaiwei Chen, Siva Theja Maguluri
We survey Lyapunov-based techniques for the finite-time analysis of stochastic iterative algorithms, also known as stochastic approximation (SA) algorithms, for solving fixed-point…
cs.LG2025
A Non-Asymptotic Theory of Seminorm Lyapunov Stability: From Deterministic to Stochastic Iterative Algorithms
Zaiwei Chen, Sheng Zhang, Zhe Zhang +2
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms i…
cs.LG2024
Concentration of Contractive Stochastic Approximation: Additive and Multiplicative Noise
Zaiwei Chen, Siva Theja Maguluri, Martin Zubeldia
In this paper, we establish maximal concentration bounds for the iterates generated by a stochastic approximation (SA) algorithm under a contractive operator with respect to some a…