cs.LGOct 9, 2026

Randomized Momentum Transport with Cheap Predictors

Authors: El Mahdi Chayti, Martin Jaggi

Organizations: Machine Learning and Optimization Laboratory (MLO), EPFL

Abstract

Momentum methods such as STORM and second-order momentum track the gradient by adding a transport correction to momentum, at the cost of an extra oracle call per iteration. We introduce randomized momentum transport, which evaluates the correction with probability qq and otherwise uses a cheap prediction, with importance weighting that preserves the conditional mean and adds (q−1−1)(q^{-1}-1) times the prediction loss to the variance. Under transport-bias, second-moment, and residual-control assumptions, linear minimization oracle (LMO) updates, including normalized, sign, and exact spectral (Muon) directions, retain an O(T−1/3)O(T^{-1/3}) stationarity bound for each fixed q>0q>0 with a single-gradient initialization. For unnormalized STORM, some q<1q<1 lowers the leading coefficient of our sufficient gradient budget if and only if the gradient-difference noise modulus exceeds the smoothness constant, by at most about 10%10\%. An online diagonal predictor admits a regret-to-convergence guarantee. At approximately equal oracle cost, querying a quarter of the corrections lowers the final training loss by 1818 to 43%43\% on MNIST1D and raises the test accuracy of Hessian-vector transport on CIFAR-10 by 1.51.5 points.

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