Basic Inequalities for First-Order Optimization with Applications to Statistical Risk Analysis

• URL: http://arxiv.org/abs/2512.24999v1
• Date: Wed, 31 Dec 2025 17:49:37 GMT
• Title: Basic Inequalities for First-Order Optimization with Applications to Statistical Risk Analysis
• Authors: Seunghoon Paik, Kangjie Zhou, Matus Telgarsky, Ryan J. Tibshirani,
• Abstract summary: We introduce textitbasic inequalities for first-order iterative optimization algorithms, forming a simple and versatile framework that connects implicit and explicit regularization.<n>While related inequalities appear in the literature, we isolate and highlight a specific form and develop it as a well-rounded tool for statistical analysis.
• Score: 17.699177900632456
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We introduce \textit{basic inequalities} for first-order iterative optimization algorithms, forming a simple and versatile framework that connects implicit and explicit regularization. While related inequalities appear in the literature, we isolate and highlight a specific form and develop it as a well-rounded tool for statistical analysis. Let $f$ denote the objective function to be optimized. Given a first-order iterative algorithm initialized at $θ_0$ with current iterate $θ_T$, the basic inequality upper bounds $f(θ_T)-f(z)$ for any reference point $z$ in terms of the accumulated step sizes and the distances between $θ_0$, $θ_T$, and $z$. The bound translates the number of iterations into an effective regularization coefficient in the loss function. We demonstrate this framework through analyses of training dynamics and prediction risk bounds. In addition to revisiting and refining known results on gradient descent, we provide new results for mirror descent with Bregman divergence projection, for generalized linear models trained by gradient descent and exponentiated gradient descent, and for randomized predictors. We illustrate and supplement these theoretical findings with experiments on generalized linear models.

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