pith:VOH7P5BM
Stochastic Compositional Optimization via Hybrid Momentum Frank--Wolfe
A hybrid momentum Frank-Wolfe algorithm achieves the optimal O(K^{-1/4}) convergence rate for stochastic compositional problems with merely Lipschitz outer functions.
arxiv:2605.15350 v1 · 2026-05-14 · math.OC · cs.LG
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Claims
We establish an O(K^{-1/4}) convergence rate in the generalized Frank-Wolfe gap for non-convex objectives with L_F-Lipschitz outer functions, matching the optimal complexity for projection-free single-sample stochastic methods under expected smoothness.
The outer function F is L_F-Lipschitz (but not necessarily differentiable), and the stochastic oracles satisfy expected smoothness or bounded r-th moments for r in (1,2]. This premise enters in the convergence analysis that bounds the generalized Frank-Wolfe gap.
The Hybrid Momentum Stochastic Frank-Wolfe algorithm achieves O(K^{-1/4}) convergence in the generalized Frank-Wolfe gap for non-convex stochastic compositional optimization with Lipschitz outer functions.
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| First computed | 2026-05-20T00:00:53.836646Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
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Canonical record JSON
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