Convergence of SVS-SPRING for linear least-quadratics
Convergence of SVS-SPRING for linear least-quadratics
Let define a consistent instance of linear least-quadratics, let be a solution, and assume an initial guess . Let SVS denote the sampling distribution, and let be as in, as in, and as in the stated LLQ theorem. With appropriate choices of and , SPRING is expected to satisfy
Convergence of SVS-SPRING for LLQ. Under these assumptions and the SVS sampling distribution, SPRING should satisfy the displayed convergence bound, where the hidden constant in does not depend on . The conjecture proposes that SPRING accelerates SNG in the linear least-quadratics setting by replacing with the accelerated sketch-and-project factor , modified by . The paper states that the result is not currently proved because an appropriate Lyapunov function combining Nesterov acceleration with the nontrivial function-space Hessian is unclear.
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Sources & referencesView supporting material
Primary source
Gil Goldshlager, Jiang Hu and Lin Lin, “A Sketch-and-Project Analysis of Subsampled Natural Gradient Algorithms”, arXiv:2508.21022 (2026).
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