Improved Convergence Rate for Stochastic Multi-Gradient Descent: A Proof Discovered with AI

Abstract

For smooth nonconvex stochastic multi-objective problems, stochastic multi-gradient descent (SMG) computes an approximate steepest common descent direction of the objectives from stochastic gradients. With unbiased, variance-bounded stochastic gradients, this note establishes a new convergence rate for SMG in terms of the squared Pareto-stationarity (PS) measure. With a constant stepsize and linearly growing mini-batches, this measure at the algorithm's output is $\widetilde O(T^{-1})$ after $T$ iterations. This improves on the $\widetilde O(T^{-1/4})$ bound obtained by Chen et al. (2024) under the same setting, where $\widetilde O(\cdot)$ suppresses logarithmic factors. The key to the rate improvement is to exploit the Lipschitz continuity of the PS measure, defined by the norm of the multi-gradient descent algorithm (MGDA) direction, rather than the $(1/2)$-Hölder continuity of the MGDA direction used by Chen et al. (2024). The proof was discovered while the author was preparing homework for a graduate course: ChatGPT 5.4 Thinking Extended generated the initial proof strategy in response to an author-written homework-solution prompt; the author then verified and reorganized the resulting argument. The appendices document the prompt and summarize the student submissions.

Disclosure

“m of the multi-gradient descent algorithm (MGDA) direction, rather than the $(1/2)$-Hölder continuity of the MGDA direction used by Chen et al. (2024). The proof was discovered while the author was preparing homework for a graduate course: ChatGPT 5.4 Thinking Extended generated the initial proof strategy in response to an author-written homework-solution prompt; the author then verified and reorganized the resulting argument. The appendices document the prompt and summarize the stu”

arXiv metadata: abstract

Classification

Proof ideas or individual proof-step assistance

Multiplier

8

Verified

2026-08-23T18:58:55.265688Z

Structural counts