Convergence of SVS-SPRING for linear least-quadratics

From papers

Let JJ define a consistent instance of linear least-quadratics, let θ\theta^* be a solution, and assume an initial guess θ0range(J)\theta_0\in\operatorname{range}(J^\top). Let SVS(J,k,λ)(J,k,\lambda) denote the sampling distribution, and let α\alpha be as in, β\beta as in, and γ\gamma as in the stated LLQ theorem. With appropriate choices of η\eta and μ\mu, SPRING is expected to satisfy

Eθtθ2=O((1κ1(H)α/β  /  γ)t)θ0θ2.\mathbb{E}\,\left\lVert \theta_t-\theta^*\right\rVert^2=\mathcal{O}\left(\left(1-\kappa^{-1}(H)\cdot\sqrt{\alpha/\beta}\;/\;\gamma\right)^t\right)\left\lVert\theta_0-\theta^*\right\rVert^2.

Convergence of SVS-SPRING for LLQ. Under these assumptions and the SVS(J,k,λ)(J,k,\lambda) sampling distribution, SPRING should satisfy the displayed convergence bound, where the hidden constant in O\mathcal{O} does not depend on tt. The conjecture proposes that SPRING accelerates SNG in the linear least-quadratics setting by replacing α\alpha with the accelerated sketch-and-project factor α/β\sqrt{\alpha/\beta}, modified by κ1(H)/γ\kappa^{-1}(H)/\gamma. 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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