Dynamic preconditioning preserves the Polyak-Ruppert CLT for averaged SGD if the preconditioner stabilizes at rate β > (α + 1)/2.
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When Does Dynamic Preconditioning Preserve the Polyak-Ruppert CLT? A Stabilization Threshold
Dynamic preconditioning preserves the Polyak-Ruppert CLT for averaged SGD if the preconditioner stabilizes at rate β > (α + 1)/2.