schema_version: 1 title: SGD with Vanishing Correlated Gradient Errors (technique notes) abstract: For strongly convex smooth objectives and deterministic historical gradient-error weights, the notes derive convergence and a PR CLT whose effective covariance depends on cumulative weights and innovation cross-covariance. Running averages and fixed c/t gains illustrate different single-step and downstream objectives. Within normalized deterministic scalar historical linear estimators, a sharp cumulative variance bound is attained by a polynomial-gain recursion under the stated exponent conditions. field: Optimization license: CC-BY-4.0 type: paper authors: - eggtea keywords: - SGD - Polyak–Ruppert averaging - correlated errors - variance lower bound main: SGD with Vanishing Correlated Gradient Errors.pdf takeaways: takeaways.md verification: - type: review path: verification/review.md status: materials-present-not-independently-verified model: GPT-6 (Codex; exact runtime variant not exposed) date: '2026-10-17' scope: Main statements, convergence and PR proofs, variance bound and attainment; experiment implementation inspected; no full experiment rerun. references: - title: Efficient estimations from a slowly convergent Robbins--Monro process authors: D. Ruppert url: https://ecommons.cornell.edu/entities/publication/9a14790e-66a6-4460-9280-e9fb146fd02d - title: Acceleration of stochastic approximation by averaging authors: B. T. Polyak and A. B. Juditsky url: https://doi.org/10.1137/0330046 - title: 'Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes' authors: H. J. Kushner and J. Yang url: https://doi.org/10.1137/0331047 - title: 'On linear stochastic approximation: Fine-grained Polyak--Ruppert and non-asymptotic concentration. In' authors: W. Mou, C. J. Li, M. J. Wainwright, P. L. Bartlett, and M. I. Jordan url: https://proceedings.mlr.press/v125/mou20a.html - title: Convergence rate of linear two-time-scale stochastic approximation authors: V. R. Konda and J. N. Tsitsiklis url: https://doi.org/10.1214/105051604000000116 - title: Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms authors: A. Mokkadem and M. Pelletier url: https://doi.org/10.1214/105051606000000448 - title: 'A generalization of the averaging procedure: The use of two-time-scale algorithms' authors: A. Mokkadem and M. Pelletier url: https://doi.org/10.1137/080718395 - title: On the convergence of SGD with biased gradients authors: A. Ajalloeian and S. U. Stich url: https://arxiv.org/abs/2008.00051 - title: 'Stochastic compositional gradient descent: Algorithms for minimizing compositions of expected-value functions' authors: M. Wang, E. X. Fang, and H. Liu url: https://doi.org/10.1007/s10107-016-1017-3 - title: Stochastic gradients under nuisances authors: F. Yu, R. Mehta, A. Luedtke, and Z. Harchaoui url: https://arxiv.org/abs/2508.20326 - title: A convergence theorem for non negative almost supermartingales and some applications. In authors: H. Robbins and D. Siegmund url: https://doi.org/10.1016/B978-0-12-604550-5.50015-8