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A general recipe for data-adaptive anytime-valid envelopes for iterative algorithms

arXiv:2610.23570v1 Announce Type: new Abstract: Most convergence guarantees for iterative stochastic algorithms are stated at a fixed iteration count and do not justify stopping at a data-dependent time. Recent work has constructed anytime-valid envelopes that do, but deterministic envelopes are ty…

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  1. 2026-10-19 04:00 · arXiv stat.ML
    A general recipe for data-adaptive anytime-valid envelopes for iterative algorithms

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