We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded. These settings arise in reinforcement learning, where operators are often contractive in the $\ell_\infty$ norm and the noise scales with the iterates. To address the arbitrary norm, earlier works replace the non-smooth squared norm with a smooth Lyapunov function constructed via the generalized Moreau envelope. For concentration analysis, these works handle multiplicative noise and unbounded iterates through a multi-stage bootstrapping argument that starts from a time-varying worst-case bound and iteratively refines it. We instead present a unified and elementary analysis that yields both bounds. Using an averaged noise sequence and corresponding auxiliary iterates, we obtain a one-step Lyapunov drift inequality for the normed error directly, without smoothing the norm or constructing an envelope. For the mean-square bound, we combine this drift inequality with an induction argument showing that the iterates remain bounded in expectation. For the concentration bound, we develop a probabilistic induction over a sequence of "good" events on which the iterates are controlled, allowing the standard Azuma-Hoeffding bound to be applied. Our approach yields the first sub-Gaussian tailed maximal (all-time) concentration bound for SA under multiplicative noise, by allowing the stepsize to depend logarithmically on the confidence level. Beyond the specific setting considered here, we discuss the generalizability of these proof techniques to other noise models and iterative algorithms.
Gyeongha Hwang, Bradley Thomas Wolfe, Naima Naheedcs.CV
This paper documents the implementation and evaluation of a self-supervised denoising framework on Inertial Confinement Fusion (ICF) images corrupted by Multiplicative Uniform noise: the \emph{Log-Domain Noisier2Inverse} framework. This framework is developed and analysed in this work; the key theoretical result -- that minimising the log-domain self-supervised loss is equivalent to supervised learning in the transformed domain -- is presented with full proof. We document significant implementation challenges arising from the unique characteristics of ICF imagery, describe the fixes applied at each stage, and report final quantitative results. The log-domain approach with per-image JSON Uniform noise loading (Variant~B) achieves the best result: a mean PSNR of $21.41\db$ and SSIM of $0.8358$, a $+19.46\db$ improvement over the noisy input baseline of $1.95\db$, substantially outperforming BM3D log-domain ($4.47\db$, SSIM $0.5181$) and Noise2Self ($4.75\db$, SSIM $0.0177$). Variant~A, using fixed Gaussian noise loading, achieves $21.39\db$ PSNR and SSIM $0.8436$. Of the three evaluated methods, Log-Domain Noisier2Inverse and Noise2Self are entirely self-supervised during training, requiring no clean ground truth data; BM3D is a classical filter-based method requiring no training at all. The clean reference images are used solely for quantitative evaluation of all three methods.