High-dimensional online learning via asynchronous decomposition: Non-divergent results, dynamic regularization, and beyond
Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition framework that leverages summary statistics to construct a surrogate score function for current-batch learning. This framework is implemented via a dynamic-regularized iterative hard thresholding algorithm, providing a computationally and memory-efficient solution for sparse online optimization. We provide a unified theoretical analysis that accounts for both the streaming computational error and statistical accuracy, establishing that our estimator mai...
| Authors | Shixiang Liu, Zhifan Li, Hanming Yang et al. |
|---|---|
| Primary category | stat.ML |
| Published | 21 March 2026 |
| Last updated at source | 21 March 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.