Centered Permutation Prefixes for SGD with Random Reshuffling: Sharp Rates, H"older Geometry, and Composite Proximal Extensions
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Abstract (arXiv)
We study stochastic gradient descent with random reshuffling for finite sums [ F(x)=frac1nsumi=1n fi(x). ] For fresh reshuffling with a constant component stepsize, if each fi has an L-Lipschitz gradient and the average F is μ-strongly convex with a Lipschitz-continuous Hessian, we prove the last-epoch rate [ mathbb E[F(yK)-F(x_star)] =widetilde O!left(T-2+n2T-3right), qquad T=nK, ] matching the known quadratic lower bound in its (n,K)-dependence. The components may be nonconvex, and no componentwise Hessian continuity or separate bounded-iterate assumption is required. More generally, a nu-H"older-continuous average Hessian adds only widetilde O(n1+nuT-2-2nu), so every nu≥ 1/2 preserves the quadratic rate. Under convex components, a decreasing-stepsize result removes the large-epoch requirement and recovers the same two-term scale once nK exceeds the condition-number scale. We also analyze epoch-wise ProxRR for mathcal P=F+psi. Writing x^dagger for the composite minimizer and β_star=|nabla F(x^dagger)|, we prove [ mathbb E|yK-x^dagger|2 =widetilde O!left( fracβ_star2K2 +T-2+n2T-3 +n1+nuT-2-2nu right). ] For nu≥ 1/2, we show that the β_star2/K2 splitting term is unavoidable and obtain a matching lower bound up to logarithms in the stated constant-stepsize regime.
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References · 20
- 2020Random Reshuffling: Simple Analysis with Vast Improvementscited by 115
- 2015Why Random Reshuffling Beats Stochastic Gradient Descentcited by 79
- 2018Random Shuffling Beats SGD after Finite Epochscited by 67
- 2019How Good is SGD with Random Shuffling?cited by 64
- 2019SGD without Replacement: Sharper Rates for General Smooth Convex Functionscited by 61
- 2020A Unified Convergence Analysis for Shuffling-Type Gradient Methodscited by 58
- 2020SGD with shuffling: optimal rates without component convexity and large epoch requirementscited by 58
- 2020Closing the convergence gap of SGD without replacementcited by 57
- 2021Proximal and Federated Random Reshufflingcited by 33
- 2023Tighter Lower Bounds for Shuffling SGD: Random Permutations and Beyondcited by 22
- 2022GraB: Finding Provably Better Data Permutations than Random Reshufflingcited by 19
- 2024On the Last-Iterate Convergence of Shuffling Gradient Methodscited by 11
8 more
- 2024Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalitiescited by 5
- 2023A New Random Reshuffling Method for Nonsmooth Nonconvex Finite-sum Optimizationcited by 4
- 2024Proximal random reshuffling under local Lipschitz continuitycited by 4
- 2025Improved Last-Iterate Convergence of Shuffling Gradient Methods for Nonsmooth Convex Optimizationcited by 4
- 2023Distributed Random Reshuffling Methods with Improved Convergencecited by 2
- 2024Stochastic Extragradient with Flip-Flop Shuffling & Anchoring: Provable Improvementscited by 2
- 2026Learning to Shuffle: Block Reshuffling and Reversal Schemes for Stochastic Optimizationcited by 2
- 2026Random Reshuffling Dominates Stochastic Gradient Descentcited by 2
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