2 papers
math.ST2026
A Polyak-Ruppert Central Limit Theorem for SA-Adam with Momentum and Non-Convergent Adaptive Preconditioning
Sunyoung An, Xiaoming Huo
Adaptive optimizers combining preconditioning, momentum, and weight decay (Adam and AdamW) are, under Polyak-Ruppert averaging, candidate engines for one-pass inference. Does the a…
math.ST2026
When Does Dynamic Preconditioning Preserve the Polyak-Ruppert CLT? A Stabilization Threshold
Sunyoung An, Xiaoming Huo
Polyak-Ruppert averaging yields an asymptotically normal estimator with sandwich covariance , the foundation of online inference. When the gradient step is precondit…