Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes

3 October 2022

Papers citing "Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes"

16 / 16 papers shown

Title
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression Yixuan Zhang Dongyan Yudong Chen Qiaomin Xie 26 0 0 11 Apr 2025
Coupling-based Convergence Diagnostic and Stepsize Scheme for Stochastic Gradient Descent Xiang Li Qiaomin Xie 76 0 0 15 Dec 2024
Two-Timescale Linear Stochastic Approximation: Constant Stepsizes Go a Long Way Jeongyeol Kwon Luke Dotson Yudong Chen Qiaomin Xie 28 1 0 16 Oct 2024
Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation Marina Sheshukova Denis Belomestny Alain Durmus Eric Moulines Alexey Naumov S. Samsonov 33 1 0 07 Oct 2024
Revisiting Step-Size Assumptions in Stochastic Approximation Caio Kalil Lauand Sean P. Meyn 39 1 0 28 May 2024
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 27 4 0 26 May 2024
Computing the Bias of Constant-step Stochastic Approximation with Markovian Noise Sebastian Allmeier Nicolas Gast 41 5 0 23 May 2024
Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA Yixuan Zhang D. Huo Yudong Chen Qiaomin Xie 40 2 0 09 Apr 2024
A Simple Finite-Time Analysis of TD Learning with Linear Function Approximation Aritra Mitra 34 3 0 04 Mar 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 33 5 0 28 Jan 2024
Constant Stepsize Q-learning: Distributional Convergence, Bias and Extrapolation Yixuan Zhang Qiaomin Xie 35 4 0 25 Jan 2024
Stochastic optimization with arbitrary recurrent data sampling William G. Powell Hanbaek Lyu 37 0 0 15 Jan 2024
Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference D. Huo Yudong Chen Qiaomin Xie 34 4 0 18 Dec 2023
Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stability S. Samsonov D. Tiapkin Alexey Naumov Eric Moulines 29 5 0 22 Oct 2023
The Curse of Memory in Stochastic Approximation: Extended Version Caio Kalil Lauand Sean P. Meyn 20 8 0 06 Sep 2023
Stochastic Methods in Variational Inequalities: Ergodicity, Bias and Refinements Emmanouil-Vasileios Vlatakis-Gkaragkounis Angeliki Giannou Yudong Chen Qiaomin Xie 24 4 0 28 Jun 2023