cs.IT · 2026-06-15 · No. 24
Information Theory, 2026-06-15.
1 new papers in cs.IT. Titles, authors,
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01 — The papers
1 entries-
01
Nonlinear Two-Time-Scale Stochastic Approximation: A Sharp Phase Transition and How to Beat It
Dhruv Sarkar, Vaneet Aggarwal
cs.IT · cs.LG
Recent finite-time analyses of nonlinear two-time-scale stochastic approximation show that under contractive assumptions the slow iterate $Y_k$ with stepsizes $β_k=Θ(k^{-1})$ and $α_k=Θ(k^{-a})$, $a\in(1/2,1)$, generally satisfies a mean-square rate of order $k^{-a}$; decoupled $k^{-1}$ rates require strong local linearity. We identify a sharp regularity-dependent boundary. In a rate-determining normal form where the slow drift contains a...
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