The Convergence Behavior of Adam under Heavy-Tailed Noise
arXiv:2607. 27383v1 Announce Type: new Abstract: We establish the first convergence guarantees for the plain vector-form \emph{Adam} optimizer under heavy-tailed stochastic noise.
arXiv:2606. 15702v1 Announce Type: cross Abstract: Modern deep learning optimization features heterogeneous parameter structures, noisy gradients, and highly nonconvex landscapes, posing significant challenges for both algorithm design and theoretical analysis.
arXiv:2607. 27383v1 Announce Type: new Abstract: We establish the first convergence guarantees for the plain vector-form \emph{Adam} optimizer under heavy-tailed stochastic noise.
arXiv:2606. 08783v1 Announce Type: cross Abstract: Orthogonalized momentum updates, as used in Muon-style optimizers, have recently shown strong empirical stability in large-scale deep learning.
arXiv:2512. 02342v3 Announce Type: replace-cross Abstract: The stochastic Polyak step size (SPS) has proven to be a promising choice for stochastic gradient descent (SGD), delivering competitive performance relative to state-of-the-art methods on smooth convex and non-convex optimization problems, including deep neural network training.
arXiv:2603. 09923v4 Announce Type: replace Abstract: Exponential moving averages (EMAs) are a central component of widely used adaptive optimizers such as Adam.
arXiv:2605. 18528v2 Announce Type: replace-cross Abstract: A growing lesson from neural network optimization is that optimizer design should respect how the model is parametrized.
arXiv:2608. 04607v1 Announce Type: cross Abstract: Stochastic gradient descent (SGD) optimization methods are the standard instruments for the training of deep neural networks (DNNs).
arXiv:2608. 16760v1 Announce Type: new Abstract: Reliable optimization is central to neural network (NN) training, yet Adam, the default optimizer for modern LLMs, rests on a fragile foundation.
arXiv:2406. 13041v3 Announce Type: replace Abstract: Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ sample complexity to find an $\varepsilon$-stationary point.
arXiv:2606. 10562v1 Announce Type: cross Abstract: We propose a new optimization method, the Nystr\"om-enhanced relaxed scalar auxiliary variable method (N-RSAV), which incorporates curvature information into the RSAV framework to accelerate convergence while preserving an unconditional modified energy dissipation law.
arXiv:2607. 09167v1 Announce Type: new Abstract: Schedule-Free methods have attracted growing interest for alleviating the burden of designing and tuning a learning rate scheduler, while matching and sometimes even outperforming optimizers with tuned schedulers.
arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).
arXiv:2511. 19716v3 Announce Type: replace-cross Abstract: Stochastic Gradient Descent (SGD) often slows in the late stage of training due to anisotropic curvature and gradient noise.