arXiv stat.ML
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Finding a stationary point of a stochastic convex problem
arXiv:2607.06883v1 Announce Type: new Abstract: We consider the problem of finding stationary points for stochastic convex optimization problems. Rather than surrogates to stationarity, such as a proximity-to-stationarity guarantee or small gradient of the Moreau envelope, we ask for a stronger notion: that the subdiff