Unverified 2026

Mean-Square Proximal Relaxation Optimizer

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Source paper: A Systematic Approach to Mechanism Design with Stochastic Dynamic Stability arXiv:2608.29130 · analyzed Sep 1, 2026

AI-generated research hypothesis, automatically tested. Not peer-reviewed.

Idea description

Partition neural-network parameters into blocks and update each block using a stochastic proximal best response, followed by Krasnoselskii relaxation. The relaxation factor and minibatch size become explicit stability knobs: aggressive stochastic updates are damped, while larger batches are used when the estimated update variance approaches the mean-square stability boundary.

Formulas

$$\widehat{T}_n^k=\mathop{\arg\min}_{u}\left\{\widehat{f}_n^k(u;w_{-n}^k)+\frac{1}{2r_n}\|u-w_n^k\|^2\right\},\qquad \widehat{f}_n^k(u;w_{-n}^k)=\frac{1}{B_k}\sum_{b=1}^{B_k}f_n(u,w_{-n}^k;\xi_{n,b}^k).$$
$$w^{k+1}=(1-\alpha_k)w^k+\alpha_k\widehat{T}^k,\qquad \rho_k=1-\alpha_k(1-q),\qquad \mathbb{E}[\|w^{k+1}-w^\star\|^2\mid\mathcal{F}_k]\leq \rho_k^2\|w^k-w^\star\|^2+\frac{\alpha_k^2\sigma_k^2}{B_k}.$$
$$\mathbb{E}[J_k^\top P J_k]-P\preceq-\mu P,\qquad P\succ0,\ \mu>0.$$
$$B_k\geq\frac{\alpha_k^2\sigma_k^2}{(1-\rho_k^2)\varepsilon^2}.$$

Mathematical statement

Let w=(w_1,...,w_N) be parameter blocks, f_n(w_n,w_{-n};xi_n) the stochastic loss for block n, and r_n>0 its proximal coefficient. A stochastic proximal best response is T_hat_n^k=argmin_u {f_hat_n^k(u;w_{-n}^k)+(2r_n)^(-1)||u-w_n^k||^2}, where f_hat_n^k is computed from a minibatch. The relaxed update is w^{k+1}=(1-alpha_k)w^k+alpha_k T_hat^k, with 0<alpha_k<=1. If the exact response operator T is mean-square contractive, E[||T(w,xi)-T(v,xi)||^2] <= q^2||w-v||^2 for q<1, and the response noise has conditional variance at most sigma_k^2/B_k, then the relaxed recursion has deterministic contraction factor rho_k=1-alpha_k(1-q) and noise amplification alpha_k^2 sigma_k^2/B_k. A quadratic Lyapunov function V_k=||w^k-w^star||_P^2, with P positive definite, certifies stability when E[J_k^T P J_k]-P <= -mu P for some mu>0, where J_k is the local Jacobian of the relaxed update.

Implementation notes

1. Integration point: replace the standard optimizer update in a small or medium neural network with blockwise updates. Blocks can be attention projections, MLP layers, convolutional filters, or expert parameters. For each block, compute a minibatch loss while holding the other blocks fixed, take one or a few proximal-gradient steps toward the block response, and then apply global Krasnoselskii relaxation. A cheap approximation to the proximal response is T_hat_n=w_n-r_n g_hat_n; use the exact proximal subproblem only for small blocks. 2. Pseudocode: sample a minibatch of size B_k; compute each block gradient g_hat_n; set T_hat_n=w_n-r_n g_hat_n; form w_n <- (1-alpha_k)w_n+alpha_k T_hat_n. Estimate gradient-noise variance from two independent half-minibatches, sigma_hat_k^2, and increase B_k or decrease alpha_k when alpha_k^2 sigma_hat_k^2/B_k exceeds a chosen fraction of (1-rho_hat_k^2)||w-w_ema||^2. 3. Computed from the paper's mechanism: proximal response, variable sample size, relaxation, and mean-square Lyapunov recursion. Estimated empirically: contraction q, noise variance sigma_k^2, Jacobian J_k, and optional matrix P. Estimate q from ratios of response differences on two nearby parameter vectors, and solve a small semidefinite program for P using sampled low-dimensional block Jacobians. 4. First experiment: train a 3-layer MLP on MNIST and a small Transformer on Shakespeare, comparing Adam, unrelaxed proximal-gradient, and this method at matched examples processed. Sweep alpha and B. The predicted signature is a sharp rise in long-run parameter variance and occasional loss divergence when rho^2+alpha^2 sigma^2/(B||w-w^star||^2) approaches 1. The empirical stability boundary should move toward smaller alpha as B decreases, approximately following B proportional to alpha^2 divided by 1-[1-alpha(1-q)]^2, with qualitative agreement and preferably 20 percent relative error.

Verification

This idea has not been verified yet.

Verification happens in two stages: Stage 1 — a mechanism check on a toy system confirms the claimed mathematical phenomenon reproduces; Stage 2 — a benchmark implements the idea on a real (small) neural network task and compares it against a tuned baseline over 8 paired seeds with a permutation test.

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