Centered Permutation Prefixes for SGD with Random Reshuffling: Sharp Rates, Hölder Geometry, and Composite Proximal Extensions
Jiaxiang Li
Abstract
We study stochastic gradient descent with random reshuffling for finite sums \[ F(x)=\frac1n\sum_{i=1}^n f_i(x). \] For fresh reshuffling with a constant component stepsize, if each fi has an L-Lipschitz gradient and the average F is $μ$-strongly convex with a Lipschitz-continuous Hessian, we prove the last-epoch rate \[ \mathbb E[F(y_K)-F(x_\star)] =\widetilde O\!\left(T^{-2}+n^2T^{-3}\right), \qquad T=nK, \] matching the known quadratic lower bound in its (n,K)-dependence. The components may be nonconvex, and no componentwise Hessian continuity or separate bounded-iterate assumption is required. More generally, a $ν$-Hölder-continuous average Hessian adds only $\widetilde O(n^{1+ν}T^{-2-2ν})$, so every $ν\ge 1/2$ preserves the quadratic rate. Under convex components, a decreasing-stepsize result removes the large-epoch requirement and recovers the same two-term scale once nK exceeds the condition-number scale. We also analyze epoch-wise ProxRR for $\mathcal P=F+ψ$. Writing $x^\dagger$ for the composite minimizer and $β_\star=\|\nabla F(x^\dagger)\|$, we prove \[ \mathbb E\|y_K-x^\dagger\|^2 =\widetilde O\!\left( \frac{β_\star^2}{K^2} +T^{-2}+n^2T^{-3} +n^{1+ν}T^{-2-2ν} \right). \] For $ν\ge 1/2$, we show that the $β_\star^2/K^2$ splitting term is unavoidable and obtain a matching lower bound up to logarithms in the stated constant-stepsize regime.
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Classified with taxonomy v2 on Mon, 7 Sept 2026.