Classical momentum acceleration in mini-batch SGD for quadratics is proportional to batch size up to saturation, enabling perfect parallelization under minimal noise assumptions.
Last-Iterate Convergence of Randomized Kaczmarz and SGD with Greedy Step Size
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abstract
We study last-iterate convergence of SGD with greedy step size over smooth quadratics in the interpolation regime, a setting which captures the classical Randomized Kaczmarz algorithm as well as other popular iterative linear system solvers. For these methods, we show that the $t$-th iterate attains an $O(1/t^{3/4})$ convergence rate, addressing a question posed by Attia, Schliserman, Sherman, and Koren, who gave an $O(1/t^{1/2})$ guarantee for this setting. In the proof, we introduce the family of stochastic contraction processes, whose behavior can be described by the evolution of a certain deterministic eigenvalue equation, which we analyze via a careful discrete-to-continuous reduction.
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cs.LG 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Perfect Parallelization in Mini-Batch SGD with Classical Momentum Acceleration
Classical momentum acceleration in mini-batch SGD for quadratics is proportional to batch size up to saturation, enabling perfect parallelization under minimal noise assumptions.