The paper proves that stochastic gradient descent with gradient clipping and additive Gaussian noise (SGD‑CN) converges almost surely under smoothness and bounded noise assumptions, given standard decaying step sizes. The analysis extends to momentum variants such as the stochastic heavy ball and Nesterov's accelerated gradient, showing that careful energy constructions yield similar guarantees. These results provide stronger theoretical foundations for understanding the pathwise behaviour of clipped stochastic gradient methods in both convex and nonconvex regimes.
By Amartya Mukherjee, Jun Liu
arXiv:2609.06064v1 Announce Type: cross
Abstract: Stochastic min-max optimization has attracted increasing attention due to its applications in modern machine learning, while existing theoretical stu...
By Tianxi Zhu, Yi Xu, Xiangyang Ji
arXiv:2606. 00520v1 Announce Type: cross Abstract: Many stochastic gradient methods are believed not to converge when the noise in stochastic gradients has only a finite $p$-th moment for $p\in\left(1,2\right)$, a setting known as the heavy-tailed noise assumption.
By Zijian Liu
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
The paper introduces SHANG++—an accelerated stochastic gradient descent algorithm designed to be robust under multiplicative noise scaling (MNS). Building on a semi‑implicit discretization called SHANG, SHANG++ adds a damping correction that improves stability and convergence for both convex and strongly convex objectives. Experiments on convex problems and deep learning tasks, including a noise‑robust test on ResNet‑34, show that SHANG++ consistently outperforms existing accelerated methods with minimal parameter sensitivity.
By Yaxin Yu, Long Chen, Minfu Feng
arXiv:2605.28517v2 Announce Type: replace-cross
Abstract: Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimizati...
By Yunwen Lei, Zimeng Wang, Xiaoming Yuan