Dual-Anchor Acceleration Is Near-Optimal for Stochastic Monotone Root-Finding
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Abstract (arXiv)
Among distinct optimal acceleration mechanisms for deterministic monotone root-finding problems and fixed-point problems, dual-anchoring has recently been shown to admit a more robust direct stochastic extension than standard anchor acceleration. However, without additional strong monotonicity, the existing stochastic dual-anchoring guarantee has two limitations: first, it requires cocoercivity in expectation, and second, it attains only O(ε-3) oracle complexity, leaving a gap to the near-optimal tildeO(ε-2) complexity achieved by other methods. In this work, we address both of these limitations by combining dual-anchoring with stochastic resolvent approximation and optimized variance control. For unbiased stochastic oracles with variance bounded by σ2, where sample operators are monotone and uniformly L-Lipschitz, our algorithm finds a point with ε-residual with a near-optimal oracle complexity of O ( (LD / ε) ℓ + (σ2 / ε2) ℓ2), where ℓ = log (1 + LD / ε) and D is the initial distance to a solution. This result improves the best known oracle complexity in the noise-dominated regime under these samplewise assumptions, reducing the poly-logarithmic factor from cubic to quadratic.
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References · 28
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16 more
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