Mean-Square Proximal Relaxation Optimizer
Implementation & benchmark of arXiv:2608.29130 — A Systematic Approach to Mechanism Design with Stochastic Dynamic Stability
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 Not peer-reviewed.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
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
Stage 1 · Toy mechanism gate: Passed ✓
Stage 2 · Mechanism transferred to benchmark: Not reproduced ✗
Stage 2 · Practical benchmark result: Significantly worse ✗
Methodology: 8 paired seeds, permutation test (p<0.05) against a learning-rate-tuned baseline. How verification works
Stage 1 — Mechanism check agent confidence 9/10
Built a reproducible toy mean-square proximal relaxation experiment plus a small regression optimizer comparison. The observed stability boundaries match the analytic prediction within 0.15% for every tested batch size, and the additive stationary second moment matches theory while B times the moment stays constant within 0.07%. Relaxed proximal gradient had the best loss (0.06510 versus Adam 0.06591), but the practical advantage is small and was not tested on neural networks.
- Agent confidence
- 9/10
- Baseline
- Toy: predicted/observed contraction factors agree to numerical precision; optimizer Adam final loss 0.07670, best loss 0.06591. Additive-noise stationary moments B=1/4/16: 0.25007/0.06249/0.01563.
- Idea
- Toy boundary relative errors for B=1,2,4,8,16,32: 0.149%, 0.059%, 0.002%, 0.001%, 0.021%, 0.062%; additive-noise moments match predictions 0.25/0.0625/0.015625. Relaxed proximal gradient final loss 0.06763, best loss 0.06510.
Limitations: The neural-network implementation plan was reduced to a scalar stochastic-curvature verification and a tiny linear regression demo; no MNIST, Transformer, blockwise exact proximal subproblems, adaptive batch controller, Jacobian/Lyapunov P certificate, FLOP-matched study, or repeated-seed statistical comparison was tested.
How to run: python3 experiment.py
Stage 2 — Benchmark vs. tuned baseline (arXiv:2608.29130)
Significantly WORSE than the tuned baseline (+3801.7%, p=0.0081, wins 0 / 8 paired seeds).
- Benchmark
- Dynamics forecasting
- Model
- rnn_small
- Paired seeds
- 8
- Baseline mean
- 0
- Idea mean
- 0.0005
- Effect (Δ)
- 0.0005 (+3801.7%; negative = idea better)
- Wins
- 0 / 8 paired seeds
- p-value
- 0.0081 (permutation test, 20 000 shuffles)
- Smallest detectable effect
- n/a
- Mechanism
- Not confirmed ✗
- Practical effect
- Hurts
- Baseline tuning
- swept over 3 configs
Only the registered dynamics track was tested. The adaptive minibatch controller, exact proximal subproblem, Lyapunov certificate, FLOP-matched study, and multi-alpha trained-model scaling test were not run.
How to run: python3 stage2_bench.py
Verdict computed by deterministic test code from paired-seed statistics — not by the language model.
Stage 2 — Benchmark latest Failed ✗
Agent confidence: 10/10
Implemented blockwise stochastic proximal-gradient updates followed by Krasnoselskii relaxation using matched rnn_small systems on the registered dynamics track. Adam achieved mean test loss 1.3684802866009704e-05 versus 0.0005339367999113165 for the idea; paired delta_mean was +0.0005202519970453068 with permutation p=0.0081, so the idea lost significantly.
- Baseline
- Adam best lr=0.006; 8-seed mean test loss 1.3684802866009704e-05.
- Idea
- Proximal relaxation best lr=0.006, alpha=0.75; 8-seed mean test loss 0.0005339367999113165; delta_mean=0.0005202519970453068; p=0.0081.
Benchmark result
Significantly WORSE than the tuned baseline (+3801.7%, p=0.0081, wins 0 / 8 paired seeds).
- Benchmark
- Dynamics forecasting
- Model
- rnn_small
- Paired seeds
- 8
- Baseline mean
- 0
- Idea mean
- 0.0005
- Effect (Δ)
- 0.0005 (+3801.7%; negative = idea better)
- Wins
- 0 / 8 paired seeds
- p-value
- 0.0081 (permutation test, 20 000 shuffles)
- Smallest detectable effect
- n/a
- Mechanism
- Not confirmed ✗
- Practical effect
- Hurts
- Baseline tuning
- swept over 3 configs
Only the registered dynamics track was tested. The adaptive minibatch controller, exact proximal subproblem, Lyapunov certificate, FLOP-matched study, and multi-alpha trained-model scaling test were not run.
How to run: python3 stage2_bench.py
Artifacts
- bench_report.json 3.3 KB View Raw
- experiment.py 2.8 KB View Raw
- report.md 1.5 KB View
- report_bench_2026-09-02T011600.md 3.7 KB View
- results.json 2.5 KB View Raw
- stage2_bench.py 5.7 KB View Raw