Deterministic Envelopes for Tamed SGLD: Decoupling Stochastic-Gradient Noise and Localizing Taming
arXiv:2606.05242v1 Announce Type: new Abstract: Stochastic-gradient Langevin algorithms often use tamed denominators to stabilize non-globally Lipschitz drifts. This paper shows that when the denominator depends on the same stochastic-gradient realization as the numerator, the taming step changes the stochastic oracle itself and can create a stationary bias even if the original stochastic gradient is unbiased. We propose a structure-preserving framework for designing tamed denominators. It fixes the denominator before the oracle noise is sampled and uses localized deterministic […]