Proves O(1/k^{1/4-ε}) last-iterate mean-square residual decay and almost-sure convergence for two-time-scale SA with non-expansive slow mappings, viewed as stochastic inexact Krasnoselskii-Mann iterations.
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Non-Expansive Mappings in Two-Time-Scale Stochastic Approximation: Finite-Time Analysis
Proves O(1/k^{1/4-ε}) last-iterate mean-square residual decay and almost-sure convergence for two-time-scale SA with non-expansive slow mappings, viewed as stochastic inexact Krasnoselskii-Mann iterations.