Combining random reshuffling and Richardson-Romberg extrapolation yields cubic bias refinement and better MSE for constant-step SGD on structured non-monotone variational inequalities.
Empirical risk minimization with shuffled sgd: A primal-dual perspective and improved bounds
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Shuffling the Data, Stretching the Step-size: Sharper Bias in constant step-size SGD
Combining random reshuffling and Richardson-Romberg extrapolation yields cubic bias refinement and better MSE for constant-step SGD on structured non-monotone variational inequalities.