Non-Expansive Two-Time-Scale Stochastic Approximation: A Fixed-Schedule One-Quarter Barrier and Bias-Corrected Acceleration

arXiv:2607.13414 · stat.ML, cs.LG · Submitted 2026-07-15 · Read on arXiv

Dhruv Sarkar, Vaneet Aggarwal

stat.ML, cs.LG

Submitted: 2026-07-15

License: http://creativecommons.org/licenses/by/4.0/

The gist: Non-expansive two-time-scale stochastic approximation is governed by a slow stochastic Krasnoselskii--Mann fixed-point iteration rather than by contraction to a unique equilibrium.

Terminology

Abstract

Non-expansive two-time-scale stochastic approximation is governed by a slow stochastic Krasnoselskii--Mann fixed-point iteration rather than by contraction to a unique equilibrium. We study this regime under a contractive fast map and a non-expansive reduced slow map. We first prove a finite-horizon lower bound showing that, for any prescribed slow stepsize schedule (beta k), the classical KM residual scale (sum i<N beta i(1-beta i))-1 is worst-case sharp for the corresponding unregularized KM update. Combined with the raw fast-tracking leakage scale, this explains the previously observed k-1/4+o(1) last-iterate mean-square residual exponent. We then introduce a residual-preconditioned slow oracle that cancels the first-order dependence on the fast tracking error. In a nested Tikhonov-KM algorithm, the uncorrected oracle yields total-sample rate T-1/4+o(1), while the corrected oracle yields T-1/3+o(1). This improvement comes from changing the slow-oracle bias from first order to second order in the fast error after all inner-loop samples are counted. Finally, we show that the repeated inner-loop cost of the nested method can be avoided in a smooth derivative-oracle model. A single-loop algorithm that tracks both the fast equilibrium and the leakage preconditioner online achieves T-1/2+o(1) with O(1) primitive samples per iteration.

Sources

Related papers