Scalable Cox Regression via Grouped Risk Sets and Sharper LogSumExp Rates

תקציר מקורי באנגליתarXiv:2609.40120v1 Announce Type: new Abstract: Motivated by the computational challenges of large-scale Cox regression, we study stochastic minimization of LogSumExp objectives over large sets. Mini-batch normalizer estimates generally yield biased gradients. We instead use a softplus surrogate that introduces one auxiliary scalar per normalizer and admits unbiased single-sample gradients. For smooth convex LogSumExp objectives, we prove an $O(T^{-1/2})$ averaged objective bound, improving the previous $T^{-1/4}$ analysis. With a strongly convex regularizer on the original variable, we also obtain a last-iterate squared-error rate of $\widetilde{O}(T^{-1})$ without strong convexity in the auxiliary variables. For Cox regression, the normalizers are defined over nested risk sets. We exploi