# Last Iterate Convergence of Incremental Methods and Applications in Continual Learning

arXiv: https://arxiv.org/abs/2403.06873 · HTML: https://mlsanity.com/paper/2403.06873/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Builds on 48 of its 67 references that are in the map.
- First posted on arXiv 11 Mar 2024.

## Builds on (most cited first, 30 of 48)

- [Overcoming catastrophic forgetting in neural networks](https://mlsanity.com/paper/1612.00796/) (2016)
- [Gradient Episodic Memory for Continual Learning](https://mlsanity.com/paper/1706.08840/) (2017)
- [Progressive Neural Networks](https://mlsanity.com/paper/1606.04671/) (2016)
- [Continual Lifelong Learning with Neural Networks: A Review](https://mlsanity.com/paper/1802.07569/) (2018)
- [Experience Replay for Continual Learning](https://mlsanity.com/paper/1811.11682/) (2018)
- [An Empirical Investigation of Catastrophic Forgetting in Gradient-Based Neural Networks](https://mlsanity.com/paper/1312.6211/) (2013)
- [Lifelong Learning with Dynamically Expandable Networks](https://mlsanity.com/paper/1708.01547/) (2017)
- [Characterizing Implicit Bias in Terms of Optimization Geometry](https://mlsanity.com/paper/1802.08246/) (2018)
- [Random Reshuffling: Simple Analysis with Vast Improvements](https://mlsanity.com/paper/2006.05988/) (2020)
- [A Theoretical Analysis of Catastrophic Forgetting through the NTK Overlap Matrix](https://mlsanity.com/paper/2010.04003/) (2020)
- [Continual Learning in the Teacher-Student Setup: Impact of Task Similarity](https://mlsanity.com/paper/2107.04384/) (2021)
- [How catastrophic can catastrophic forgetting be in linear regression?](https://mlsanity.com/paper/2205.09588/) (2022)
- [Why Random Reshuffling Beats Stochastic Gradient Descent](https://mlsanity.com/paper/1510.08560/) (2015)
- [Theory on Forgetting and Generalization of Continual Learning](https://mlsanity.com/paper/2302.05836/) (2023)
- [Generalisation Guarantees for Continual Learning with Orthogonal Gradient Descent](https://mlsanity.com/paper/2006.11942/) (2020)
- [Random Shuffling Beats SGD after Finite Epochs](https://mlsanity.com/paper/1806.10077/) (2018)
- [How Good is SGD with Random Shuffling?](https://mlsanity.com/paper/1908.00045/) (2019)
- [SGD without Replacement: Sharper Rates for General Smooth Convex Functions](https://mlsanity.com/paper/1903.01463/) (2019)
- [A Unified Convergence Analysis for Shuffling-Type Gradient Methods](https://mlsanity.com/paper/2002.08246/) (2020)
- [SGD with shuffling: optimal rates without component convexity and large epoch requirements](https://mlsanity.com/paper/2006.06946/) (2020)
- [Closing the convergence gap of SGD without replacement](https://mlsanity.com/paper/2002.10400/) (2020)
- [Incremental Gradient, Subgradient, and Proximal Methods for Convex Optimization: A Survey](https://mlsanity.com/paper/1507.01030/) (2015)
- [Revisiting the Last-Iterate Convergence of Stochastic Gradient Methods](https://mlsanity.com/paper/2312.08531/) (2023)
- [Minibatch vs Local SGD with Shuffling: Tight Convergence Bounds and Beyond](https://mlsanity.com/paper/2110.10342/) (2021)
- [The Ideal Continual Learner: An Agent That Never Forgets](https://mlsanity.com/paper/2305.00316/) (2023)
- [Continual Learning in Linear Classification on Separable Data](https://mlsanity.com/paper/2306.03534/) (2023)
- [Proximal and Federated Random Reshuffling](https://mlsanity.com/paper/2102.06704/) (2021)
- [Analysis of Catastrophic Forgetting for Random Orthogonal Transformation Tasks in the Overparameterized Regime](https://mlsanity.com/paper/2207.06475/) (2022)
- [The Joint Effect of Task Similarity and Overparameterization on Catastrophic Forgetting -- An Analytical Model](https://mlsanity.com/paper/2401.12617/) (2024)
- [Exact convergence rate of the last iterate in subgradient methods](https://mlsanity.com/paper/2307.11134/) (2023)

## Built on by (most cited first, 10 of 10)

- [From Continual Learning to SGD and Back: Better Rates for Continual Linear Models](https://mlsanity.com/paper/2504.04579/) (2025)
- [Fast Last-Iterate Convergence of SGD in the Smooth Interpolation Regime](https://mlsanity.com/paper/2507.11274/) (2025)
- [On the Last-Iterate Convergence of Shuffling Gradient Methods](https://mlsanity.com/paper/2403.07723/) (2024)
- [LoRanPAC: Low-rank Random Features and Pre-trained Models for Bridging Theory and Practice in Continual Learning](https://mlsanity.com/paper/2410.00645/) (2024)
- [Optimal Rates in Continual Linear Regression via Increasing Regularization](https://mlsanity.com/paper/2506.06501/) (2025)
- [Privacy of the last iterate in cyclically-sampled DP-SGD on nonconvex composite losses](https://mlsanity.com/paper/2407.05237/) (2024)
- [Gradient Descent's Last Iterate is Often (slightly) Suboptimal](https://mlsanity.com/paper/2604.13870/) (2026)
- [Last-Iterate Convergence of Randomized Kaczmarz and SGD with Greedy Step Size](https://mlsanity.com/paper/2604.09909/) (2026)
- [From Order to Distribution: An Exact Operator Framework for Forgetting in Continual Learning](https://mlsanity.com/paper/2604.13460/) (2026)
- [The Sequential Price of Continual Learning](https://mlsanity.com/paper/2609.29674/) (2026)

## Abstract (arXiv)

Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Yet, without strong convexity, their convergence guarantees have primarily been established for the ergodic (average) iterate. Motivated by applications in continual learning, we obtain the first convergence guarantees for the last iterate of both incremental gradient and incremental proximal methods, in general convex smooth (for both) and convex Lipschitz (for the proximal variants) settings. Our oracle complexity bounds for the last iterate nearly match (i.e., match up to a square-root-log or a log factor) the best known oracle complexity bounds for the average iterate, for both classes of methods. We further obtain generalizations of our results to weighted averaging of the iterates with increasing weights and for randomly permuted ordering of updates. We study incremental proximal methods as a model of continual learning with generalization and argue that large amount of regularization is crucial to preventing catastrophic forgetting. Our results generalize last iterate guarantees for incremental methods compared to state of the art, as such results were previously known only for overparameterized linear models, which correspond to convex quadratic problems with infinitely many solutions.