arXiv Machine Learning By Sharan Sahu, Cameron J. Hogan, Martin T. Wells

On the Provable Suboptimality of Momentum SGD in Nonstationary Stochastic Optimization

Read the original on arXiv Machine Learning →

arXiv:2601. 12238v5 Announce Type: replace-cross Abstract: In this paper, we provide a comprehensive theoretical analysis of Stochastic Gradient Descent (SGD) and its momentum variants (Polyak Heavy-Ball and Nesterov) for tracking time-varying optima under strong convexity and smoothness.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
1d ago

Adaptive Optimization via Momentum on Variance-Normalized Gradients

arXiv:2602. 10204v2 Announce Type: replace Abstract: We introduce MVN-Grad (Momentum on Variance-Normalized Gradients), an Adam-style optimizer that improves stability and performance by combining two complementary ideas: variance-based normalization and momentum applied after normalization.

By Francisco Patitucci, Aryan Mokhtari
arXiv Machine Learning
Jun 2

Safeguarded Stochastic Polyak Step Sizes for Non-smooth Optimization: Robust Performance Without Small (Sub)Gradients

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.

By Dimitris Oikonomou, Nicolas Loizou