Learning Asymptotics with Convergence-Rate Guarantees using Linear Least Squares
arXiv:2607.23287
2026
Training
1 ideas extracted · analyzed Aug 30, 2026
What the math gives to ML
The paper's transferable asset is a disciplined way to estimate unknown constants and convergence rates from a sequence that is known or hypothesized to have an asymptotic expansion. Sliding least squares and its Tikhonov-regularized variant provide online estimators using only recent observations, while the analysis highlights that window size, parity effects, and higher-order terms can cause slow convergence or divergence. In neural-network training, this suggests an asymptotic-aware controller for validation loss or parameter updates: estimate the limiting metric and remaining improvement, then stop or reallocate compute only when estimates are stable across windows. The method is most promising for expensive fine-tuning and hyperparameter sweeps, where reliable early termination can save compute without changing the trained model.
Ideas from this paper
Unverified
2026
Model a checkpointed validation metric as a finite asymptotic expansion in known decay features, such as powers of training step, and estimate its limiting value using sliding least squares. Use a ridge-stabilized fit and require agreement across multiple windows before stopping, preventing the controller from reacting to transient non-asymptotic behavior.
Useful6/10
Difficulty4/10
Novelty7/10