global convergence
On the Convergence of Single-Timescale Actor-Critic
We analyze the global convergence of the single-timescale actor-critic (AC) algorithm for the infinite-horizon discounted Markov Decision Processes (MDPs) with finite state spaces. To this end, we introduce an elegant analytical framework for handling complex, coupled recursions inherent in the algorithm. Leveraging this framework, we establish that the algorithm converges to an ฯต-close globally optimal policy with a sample complexity of O(ฯต 3). This significantly improves upon the existing complexity of O(ฯต 2)to achieve ฯต-close stationary policy, which is equivalent to the complexity of O(ฯต 4)to achieve ฯต-close globally optimal policy using gradient domination lemma.
Asymptotic and Finite-Time Guarantees for Langevin-Based Temperature Annealing in InfoNCE
The InfoNCE loss in contrastive learning depends critically on a temperature parameter, yet its dynamics under fixed versus annealed schedules remain poorly understood. We provide a theoretical analysis by modeling embedding evolution under Langevin dynamics on a compact Riemannian manifold. Under mild smoothness and energy-barrier assumptions, we show that classical simulated annealing guarantees extend to this setting: slow logarithmic inverse-temperature schedules ensure convergence in probability to a set of globally optimal representations, while faster schedules risk becoming trapped in suboptimal minima. Our results establish a link between contrastive learning and simulated annealing, providing a principled basis for understanding and tuning temperature schedules.
On the Convergence to a Global Solution of Shuffling-Type Gradient Algorithms Lam M. Nguyen
Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which matches the mainstream practical heuristics. We show the convergence to a global solution of shuffling SGD for a class of non-convex functions under over-parameterized settings.