Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize

2 June 2021

Papers citing "Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize"

5 / 5 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 33 4 0 26 May 2024
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance Krishnakumar Balasubramanian Promit Ghosal Ye He 38 5 0 03 Apr 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 25 2 0 20 Feb 2023
Learning from time-dependent streaming data with online stochastic algorithms Antoine Godichon-Baggioni Nicklas Werge Olivier Wintenberger 35 3 0 25 May 2022
A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic Mingyi Hong Hoi-To Wai Zhaoran Wang Zhuoran Yang 18 135 0 10 Jul 2020