stat.MLSep 25, 2026

Geometric Moment Contraction for Stochastic Nesterov Acceleration

Authors: Wei Biao Wu

Abstract

We study geometric moment contraction (GMC) of the constant-parameter stochastic Nesterov recursion

Yk=Θk+β(Θk−Θk−1),Θk+1=Yk−γG(Yk,Xk+1).Y_k=Θ_k+β(Θ_k-Θ_{k-1}),\qquad Θ_{k+1}=Y_k-γG(Y_k,X_{k+1}).

Under mean strong monotonicity and stochastic LpL^p Lipschitz continuity, an explicit Perron comparison proves synchronous LpL^p contraction when βγLp<(1−β)(1−qγ,p)βγL_p<(1-β)(1-q_{γ,p}). This direct criterion includes infinite-variance gradients for 1<p<21<p<2, but its small-step regime requires β<μ/(μ+Lp)β<μ/(μ+L_p). A complementary power-Lyapunov argument establishes a positive, generally much smaller, step-size interval for every fixed β<1β<1 and every p>1p>1, using only a finite ppth gradient moment. At p=2p=2, a simpler explicit certificate gives

0<γ<2μ(1−β)2L22(1−β+2β2).0<γ<\frac{2μ(1-β)^2}{L_2^2(1-β+2β^2)}.

Its quadratic high-momentum scaling is a limitation of the chosen metric, not a sharp stability boundary. We quantify this loss, provide a general mean-only quadratic SS-procedure, and exploit endpoint Lyapunov inequalities under stronger samplewise sector information. Verified endpoint certificates can be orders of magnitude less conservative than the explicit metric.

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