Anik Kumar Paul

Anik Kumar Paul, Shalabh Bhatnagar

We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems with decision-dependent uncertainty; however, they introduce bias and temporal dependence, which render standard techniques developed for i.i.d.\ noise inapplicable. In this work, we analyze the stochastic mirror descent algorithm under iterate-dependent Markov noise. We first establish almost sure convergence for both convex and non-convex problems under the mild assumption of Lipschitz continuity of the objective function, without requiring differentiability. We then derive finite-time concentration bounds for smooth objectives. In the convex setting, the resulting sample complexity matches the classical rate of stochastic mirror descent under i.i.d.\ noise. In the non-convex setting, we obtain a sample complexity bound in terms of the norm of the Riemannian gradient over the probability simplex. Overall, our results establish a unified convergence framework for stochastic mirror descent with state-dependent Markov noise, and highlight its behavior in both convex and non-convex regimes.

Anik Kumar Paul, Nibedita Roy, Nagesh Talagani et al.

We propose FAR-SIGN (Fully Asynchronous Robust optimization via SIGNed directional projections) for adversary-resilient learning in parameter-server--worker systems. FAR-SIGN achieves robustness through sign-based updates along carefully designed directions and mitigates the resulting bias via a two-timescale mechanism. It admits both first-order and zeroth-order implementations and enables fully asynchronous execution without requiring a private reference dataset at the server. We establish almost-sure convergence of FAR-SIGN to the set of stationary points for smooth, nonconvex objectives. Moreover, we prove the near-optimal rate of $O(n^{-1/4+ε})$ in the first-order setting and the standard $O(n^{-1/6+ε})$ in the zeroth-order setting, where $n$ is the iteration count and $ε>0$ can be chosen arbitrarily small. Experiments on MNIST show that FAR-SIGN outperforms robust aggregation-based methods in both accuracy and wall-clock time.