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Geometric Moment Contraction for Stochastic Nesterov Acceleration

Source: arXiv·

Summary

We study geometric moment contraction (GMC) of the constant-parameter stochastic Nesterov recursion \[ Y_k=Θ_k+β(Θ_k-Θ_{k-1}),\qquad Θ_{k+1}=Y_k-γG(Y_k,X_{k+1}). \] Under mean strong monotonicity and stochastic $L^p$ Lipschitz continuity, an explicit Perron comparison proves synchronous $L^p$ contraction when $βγL_p 1$, using only a finite $p$th gradient moment. At $p=2$, a simpler explicit certificate gives \[ 0<γ<\frac{2μ(1-β)^2}{L_2^2(1-β+2β^2)}. \] Its quadratic high-momentum scaling is a limitation of the chosen metric, not a sharp stability boundary. We quantify this loss, provide a general mean-only quadratic $S$-procedure, and exploit endpoint Lyapunov inequalities under stronger samplewise sector information. Verified endpoint certificates can be orders of magnitude less conservative than the explicit metric.
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Indexed by AIQB
SourcearXiv
AIQB record IDintel-ec6471b0ffb35b3086ff5b93