math.OCSep 4, 2026

Centered Permutation Prefixes for SGD with Random Reshuffling: Sharp Rates, Hölder Geometry, and Composite Proximal Extensions

Authors: Jiaxiang Li

Organizations: Grado Department of Industrial and Systems Engineering, Virginia Tech.

Abstract

We study stochastic gradient descent with random reshuffling for finite sums

F(x)=1n∑i=1nfi(x).F(x)=\frac1n\sum_{i=1}^n f_i(x).

For fresh reshuffling with a constant component stepsize, if each fif_i has an LL-Lipschitz gradient and the average FF is μμ-strongly convex with a Lipschitz-continuous Hessian, we prove the last-epoch rate

E[F(yK)−F(x⋆)]=O~ ⁣(T−2+n2T−3),T=nK,\mathbb E[F(y_K)-F(x_\star)] =\widetilde O\!\left(T^{-2}+n^2T^{-3}\right), \qquad T=nK,

matching the known quadratic lower bound in its (n,K)(n,K)-dependence. The components may be nonconvex, and no componentwise Hessian continuity or separate bounded-iterate assumption is required. More generally, a νν-Hölder-continuous average Hessian adds only O~(n1+νT−2−2ν)\widetilde O(n^{1+ν}T^{-2-2ν}), so every ν≥1/2ν\ge 1/2 preserves the quadratic rate. Under convex components, a decreasing-stepsize result removes the large-epoch requirement and recovers the same two-term scale once nKnK exceeds the condition-number scale. We also analyze epoch-wise ProxRR for P=F+ψ\mathcal P=F+ψ. Writing x†x^\dagger for the composite minimizer and β⋆=∥∇F(x†)∥β_\star=\|\nabla F(x^\dagger)\|, we prove

E∥yK−x†∥2=O~ ⁣(β⋆2K2+T−2+n2T−3+n1+νT−2−2ν).\mathbb E\|y_K-x^\dagger\|^2 =\widetilde O\!\left( \frac{β_\star^2}{K^2} +T^{-2}+n^2T^{-3} +n^{1+ν}T^{-2-2ν} \right).

For ν≥1/2ν\ge 1/2, we show that the β⋆2/K2β_\star^2/K^2 splitting term is unavoidable and obtain a matching lower bound up to logarithms in the stated constant-stepsize regime.

Figures & tables

Explore similar work

CardsList
  1. Large-Step Last-Iterate Convergence of Random-Reshuffling Stochastic Gradient Descent

    Oct 14, 2026Zijun Chen, Zihan ZhangStochastic OptimizationLast-Iterate Convergence

  2. Shuffling the Data, Stretching the Step-size: Sharper Bias in constant step-size SGD

    Apr 11, 2026Konstantinos Emmanouilidis, Emmanouil-Vasileios Vlatakis-Gkaragkounis, Rene VidalStochastic Optimization ConvergenceStochastic Gradient Descent