A new pathwise Lyapunov-Perron framework proves almost sure saddle avoidance for stochastic recursions without unit excitation, covering SGD, mirror descent, proximal stochastic gradient, and random reshuffling.
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Stochastic Saddle Avoidance Beyond Unit Excitation and Smoothness: A Pathwise Lyapunov-Perron Framework
A new pathwise Lyapunov-Perron framework proves almost sure saddle avoidance for stochastic recursions without unit excitation, covering SGD, mirror descent, proximal stochastic gradient, and random reshuffling.