Two-Timescale Linear Stochastic Approximation: Constant Stepsizes Go a Long Way

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Decoupled Functional Central Limit Theorems for Two-Time-Scale Stochastic Approximation

Y Han, X Li, J Liang, Z Zhang - arxiv preprint arxiv:2412.17070, 2024 - arxiv.org
In two-time-scale stochastic approximation (SA), two iterates are updated at different rates,
governed by distinct step sizes, with each update influencing the other. Previous studies …
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