arXiv AI

Stochastic convergence of parallel asynchronous adaptive first-order methods

arXiv:2606. 01787v1 Announce Type: new Abstract: A new class of asynchronous adaptive first-order optimization methods is introduced, comprising asynchronous variants of several popular algorithms.

arXiv Machine Learning
Jun 18

Stochastic Adaptive Gradient Descent Without Descent

arXiv:2509. 14969v2 Announce Type: replace Abstract: We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter tuning.

By Jean-Fran\c{c}ois Aujol, J\'er\'emie Bigot, Camille Castera
arXiv Machine Learning
Aug 28

A unified convergence theory for adaptive first-order methods in the nonconvex case, including AdaNorm, full and diagonal AdaGrad and Muon

The paper introduces a unified framework for first‑order optimization algorithms applied to nonconvex unconstrained problems. It incorporates adaptively preconditioned gradients and covers popular methods such as full and diagonal AdaGrad, AdaNorm, and an adaptive variant of Muon. The framework supports heterogeneous geometries across variable groups and provides a fully stochastic global convergence analysis for all methods, with or without two types of momentum, under reasonable variance assumptions without requiring bounded stochastic gradients or small step sizes.

By S. Gratton, Ph. L. Toint
arXiv Machine Learning
Sep 16

Bridging the Gap Between Homogeneous and Heterogeneous Asynchronous Optimization Is Surprisingly Difficult

The paper examines the challenge of bridging the performance gap between homogeneous and heterogeneous asynchronous optimization in large-scale machine learning. It demonstrates that under common first- and second-order similarity assumptions, no randomized algorithm can improve the pessimistic time complexity bounds for heterogeneous settings. The authors further show that even weak interpolation is insufficient, but by combining strong interpolation with a local Polyak‑Lojasiewicz condition, they achieve a new time complexity that matches the best-known homogeneous result without requiring identical data distributions.

By Alexander Tyurin
arXiv Machine Learning
Aug 27

Adaptivity via a Parallel Architecture for Stochastic Gradient Methods

The paper introduces a parallel architecture for stochastic gradient methods that adaptively selects the number of iterations. An algorithm A(x₀, y) takes an initial point and a step limit y, and p processors search for an appropriate iteration count T using a prescribed function h. The framework guarantees a (p, αₚ)-approximation, meaning for any T ≥ T₀ there exists a processor and stage where the cumulative iterations lie within a factor αₚ of T, and the authors prove tight lower bounds for αₚ while presenting simple arithmetic stochastic gradient methods that use only divisions by powers of two.

By Bin Fu