Understanding Practical Optimization in Machine Learning
Organizations: King Abdullah University of Science and Technology Thuwal, Kingdom of Saudi Arabia
Abstract
Modern machine learning relies on practical optimization methods that often differ from the algorithms studied in classical analyses: they train submodels, clip or normalize gradients, use layer-wise non-Euclidean directions, or approximate costly inner computations. This thesis analyzes the objective, assumptions, update, and computation defined by these procedures, rather than those of simplified proxies. For submodel training, we show that Independent Subnetwork Training can converge to a shifted fixed point because sketching before differentiation biases the update for the original objective. Model-Agnostic Sparsified Training instead incorporates the sketch distribution into its objective, which makes sketched gradients unbiased and admits convergence guarantees. For private optimization, we show that adaptive quantile clipping retains bias at any fixed quantile, while suitable quantile schedules recover near-optimal nonconvex rates under heavy-tailed noise. We then combine smoothed normalization with error compensation and obtain distributed private convergence guarantees under standard assumptions, without assuming bounded gradients. For optimizers based on linear minimization oracles, we develop and validate a layer-wise generalized smoothness model and build on it the Gluon framework for Muon- and Scion-style methods. We also show that the approximate orthogonalization in Muon matters: less precise orthogonalization calls for smaller stepsizes, so its precision should be tuned together with the learning rate. Overall, practical methods are better understood when theory retains the features that determine their optimization behavior.
Figures & tables
| Ch. | Object | Modeled feature | Main message |
| 2 | IST / submodel-gradient training | Objective | Sketching before differentiation biases the update, and the method can converge to a shifted fixed point. |
| 3 | MAST / sketch-aware objective | Objective | Placing the sketch distribution in the objective makes sketched gradients unbiased for the induced target. |
| 4 | Adaptive quantile clipping | Update | Fixed quantiles retain clipping bias; a time-varying quantile schedule removes it and recovers optimal rates. |
| 5 | Smoothed normalization / -NormEC | Update | Smoothed normalization with error compensation gives private distributed guarantees without bounded gradients. |
| 6 | Gluon / layer-wise generalized smoothness | Assumptions | Layer-wise generalized smoothness matches training trajectories and yields guarantees with per-layer constants. |
| 7 | Inexact Muon / LMO updates | Update | Orthogonalization precision changes the convergence bound and the best stepsize. |
| Property | DP-SGD | Clip21 | -NormEC ( Ours ) |
| Non-private Convergence | ✗ | ✓ | ✓ |
| Private Convergence | ✗ | ✗ | ✓ |
| Operators | Clipping / Normalization | Clipping | Normalization |
| Additional Assumptions | Bounded gradient or heterogeneity | No | No |
| Operator | Property |
| Contractive compressor | |
| Clipping | |
| Smoothed normalization |
Appendix figures & tables40 assets
Supplementary material from the paper’s appendix.
Appendix
| Method: -NormEC | Final Accuracy | ||
| With server normalization | 0.01 | 0.01 | 82.86% |
| 0.1 | 0.1 | 85.43% | |
| 1.0 | 0.1 | 84.29% | |
| 10.0 | 0.1 | 81.48% | |
| Without server normalization | 0.01 | 0.1 | 84.04% |
| 0.1 | 0.1 | 86.09 % |
| Method | Best | Final test acc (%) | Final grad norm |
| DP- -NormEC | |||
| DP-Clip21 | |||
| DP-SGD |
| (F.2) |
| PolarExpress iterations | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
| Validation loss | 3.0675 | 3.0316 | 3.0109 | 3.0058 | 3.0036 | 3.0037 | 3.0029 | 3.0023 |
| Training time (minutes) | 652.2 | 668.8 | 660.4 | 665.8 | 655.7 | 663.1 | 668.8 | 675.0 |
| PE iters | Mean | Std. | Median | Max | Val. loss |
| 1 | 0.9826 | 0.0311 | 1.0011 | 1.0200 | 3.0675 |
| 2 | 0.9879 | 0.0220 | 1.0016 | 1.0079 | 3.0316 |
| 3 | 0.9554 | 0.0644 | 1.0012 | 1.0143 | 3.0109 |
| 4 | 0.8480 | 0.2260 | 0.9964 | 1.0055 | 3.0058 |
| 5 | 0.6952 | 0.4047 | 0.9895 | 1.0032 | 3.0036 |
| 6 | 0.6507 | 0.4321 | 0.9797 | 1.0030 | 3.0037 |
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