Can Entry-Wise Clipping Give Spectral Control of Stochastic Gradients?
Authors: Zitao Song, Cedar Site Bai, Zhe Zhang, Brian Bullins, David F. Gleich
Organizations: Department of Computer Science, Purdue University, West Lafayette, IN, USA. · School of Industrial Engineering, Purdue University, West Lafayette, IN, USA.
Abstract
Training instabilities such as loss spikes are frequently the result of stochastic gradient noise. Because of rare expressions in language training data, and multiple layer composition, the noise impact is heavy-tailed and survives mini-batch averaging. Existing remedies trade off structure against cost: vector-norm clipping ignores the matrix structure of weight updates, while spectral normalization (e.g., Muon (Jordan et al., 2024)) respects it at additional cost. We show that this trade-off can be balanced. Real gradient noise appears to be similar to entry-wise heavy-tailed contamination, and a first-order perturbation analysis reveals a localization property of such noise, under which a simple entry-wise method achieves spectral control. Exploiting this, we derive a tractable surrogate for the Bayes-optimal entry-wise estimator under a Gaussian signal prior. We establish O(ε−4) convergence guarantee under Cauchy-contaminated noise. Empirically, we find that smooth shrinkage improves Adam on NanoGPT pretraining, saving ∼7% of training tokens. We further find that applying the entry-wise clipping before spectral normalization yields a ∼2% token saving on top of Muon.
Gradient clipping is a standard safeguard for training neural networks under noisy, heavy-tailed stochastic gradients; yet, most clipping rules treat all parameters as vectors and ignore the matrix structure of modern architectures. We show empirically that data outliers often amplify only a small number of leading singular values in layer-wise gradient matrices, while the rest of the spectrum remains largely unchanged. Motivated by this phenomenon, we propose spectral clipping, which stabilizes training by clamping singular values that exceed a threshold while preserving the singular directions. This framework generalizes classical gradient norm clipping and can be easily integrated into existing optimizers. We provide a convergence analysis for non-convex optimization with spectrally clipped SGD, yielding the optimal O(K3α−22−2α) rate for heavy-tailed noise. To minimize hyperparameter tuning, we introduce layer-wise adaptive thresholds based on moving averages or sliding-window quantiles of the top singular values. Finally, we develop efficient implementations that clip only the top r singular values via randomized truncated SVD, avoiding full decompositions for large layers. We demonstrate competitive performance across synthetic heavy-tailed settings and neural network training tasks.
Alexander Yukhimchuk, Mladen Kolar, Martin Takáč +1
We propose a robust gradient estimator based on per-sample gradient clipping and analyze its properties both theoretically and empirically. We show that the resulting method, per-sample clipped SGD (PS-Clip-SGD), achieves optimal in-expectation convergence rates for non-convex optimization problems under heavy-tailed gradient noise. Moreover, we establish high-probability convergence guarantees that match the in-expectation rates up to polylogarithmic factors in the failure probability. We complement our theoretical results with multiple numerical experiments. In particular, we demonstrate that PS-Clip-SGD outperforms both vanilla SGD with momentum and standard gradient clipping when training AlexNet on the CIFAR-100 dataset, even after accounting for the additional computational time caused by per-sample clipping. We also empirically show that, in the presence of gradient accumulation, applying clipping at the mini-batch level can improve training performance while incurring virtually no additional computational cost. This finding is particularly interesting, as it contradicts the common practice of applying clipping only after all accumulation steps have been completed.
Muon has emerged as a highly effective optimizer for large language model training, often achieving superior convergence and performance compared with the widely adopted Adam and AdamW optimizers. Nevertheless, Muon is prone to training instability due to its spectral flattening, manifested by loss spikes and unbounded growth of model weights. Existing approaches primarily rely on weight or attention-logit clipping, which require architecture-specific modifications and do not directly address instability across all model components. We propose MomentUm SpEctral Clipping (Musec), which replaces Muon's spectral flattening with spectral clipping: rather than setting all singular values of the momentum matrix to approximately one, Musec clips singular values that exceed a threshold while preserving the underlying spectral structure of the momentum. Our strategy provides an optimizer-level, architecture-agnostic mechanism for stabilizing Muon training. Theoretically, we establish convergence guarantees for Musec in nonconvex nonsmooth stochastic optimization. Practically, we develop Soft Musec, an efficient implementation that uses a smooth spectral saturation function approximated by coupled Newton-Schulz iterations. Empirically, Soft Musec consistently improves training stability over existing Muon variants across a wide range of learning rates and model sizes, remaining stable in settings where existing Muon variants diverge while matching their performance under well-tuned configurations.