Nonconvex Stochastic Optimization

Training modern machine learning models increasingly requires computation to be distributed across many accelerators. Data parallelism remains the default choice and is often paired with tensor-parallel sharding, but model parallelism becomes unavoidable once parameters, activations, or optimizer states no longer fit on a single device. This paper studies pipeline model parallelism through the lens of PipeDream (PD) (Harlap et al., 2018). Our first contribution is theoretical: we introduce Randomized PipeDream (RPD), a stale block-SGD abstraction that yields, to our knowledge, the first clean nonconvex convergence guarantee for a PD-style method. Our second contribution is a scaling diagnosis: we prove that the delay induced by steady-state PD grows as $S^2 - S/2 + O(1)$ for $S$ stages, so the stale-read contribution in the convergence theorem scales as $Θ(γ^2 S^4)$, equivalently as $Θ(S^4/K)$ in the tuned-rate form. Our third contribution is a comparison with LocalSGD, whose periodic model averaging trades weight staleness for synchronization bubbles. In our reported simulated-time experiments, the better-performing method depends on the objective: PD performs better on the quadratic objective and on a small language-modeling training-loss task, while for logistic regression LocalSGD becomes superior as the number of stages increases.

The existing optimizers for deep neural networks (DNNs) typically rely on either the $\ell_2$ norm or the $\ell_\infty$ norm, resulting in optimizers that do not adapt well to substantial changes in curvature across parameter dimensions. Generally, the training process of DNNs often exhibits strong curvature anisotropy in the early period, whereas in the later period, the training process of DNNs tends to move toward flatter regions with weaker anisotropy. Particularly, optimizers based on the $\ell_2$-norm are usually dominated by high-curvature directions, restricting updates of optimizers along with lower curvature direction and thus leading to a slower convergence rate. While optimizers based on the $\ell_\infty$-norm are prone to oscillations in flatter regions, due to the coordinate-wise updates of the same magnitude. To address these two extreme cases generated by $\ell_2$ and $\ell_\infty$ norms, we propose a novel $\ell_p$-norm scheme with a dynamical value of $p$ and incorporate it into stochastic gradient descent (SGD) and SGD with momentum (SGDM), leading to two novel optimizers with better generalization performance: ${\ell_p}$-SGD (LPSGD) and ${\ell_p}$-SGDM (LPSGDM). Particularly, the resulting optimizers suppress the dominance of high-curvature directions in the early period by utilizing a large $p$ ($p>2$), followed by a gradual decrease of $p$ toward 2 to enable more stable and refined updates, where the latter process is motivated by the cosine annealing strategy. We establish theoretical guarantees of the resulting algorithms and analyze that both LPSGD and LPSGDM achieve an $O(T^{-1/2})$ convergence rate for the nonconvex setting. Extensive experiments are conducted on benchmark datasets, including CIFAR-10, CIFAR-100, and ImageNet-1K, with multiple DNNs such as VGG-11, ResNet-18, and ResNet-50.

A new class of asynchronous adaptive first-order optimization methods is introduced, comprising asynchronous variants of several popular algorithms. Versions of these methods using momentum and/or inexact normalization are also considered. The convergence of methods in the class on non-convex functions is analyzed in a fully stochastic setting, and is shown to be (up to logarithmic factors) of order O(1/sqrt{t}) under reasonable assumptions. Numerical experiments suggest that such asynchronous adaptive algorithms are very relevant in heterogeneous large-scale machine learning systems.

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. However, some recent studies have found that Stochastic Gradient Descent ($\textsf{SGD}$), without any modification to its update rule, can surprisingly converge in expectation for convex problems with bounded domains, highlighting the potential of classical stochastic gradient methods. Inspired by this recent progress, we provide a comprehensive study of stochastic optimization under heavy-tailed noise and establish new in-expectation convergence results for Stochastic Mirror Descent ($\textsf{SMD}$) and Accelerated Stochastic Mirror Descent ($\textsf{ASMD}$) in convex optimization, and for $\textsf{SGD}$ and Stochastic Gradient Descent with Momentum ($\textsf{SGDM}$) in nonconvex optimization. Notably, our results not only hold without algorithmic changes but also avoid restrictive assumptions, such as bounded domains, imposed in prior work. More importantly, our analysis provides a new, elegant, and powerful framework for studying heavy-tailed stochastic optimization, opening a new route to understanding first-order stochastic gradient methods.

Sign-based and LMO-inspired optimizers have recently attracted substantial attention in deep learning due to their strong performance and low memory footprint. However, their fixed-magnitude updates can hurt terminal convergence: they decouple update mechanisms from gradient magnitudes and fail to account for parameter heterogeneity, often leading to oscillation rather than convergence. We propose SoftSignum, a smooth relaxation of sign-based optimization that replaces the hard sign map with a temperature-controlled soft-sign transformation, enabling a parameter-wise transition from sign-like updates to magnitude-sensitive SGD-like steps. We complement it with an adaptive quantile-based temperature schedule and extend the same principle to matrix-valued optimizers, obtaining SoftMuon. We also develop a generalized geometry-relaxation framework based on strongly convex regularizers and Fenchel conjugates, proving convergence in stochastic non-convex setting. Experiments on diverse deep learning tasks, including LLM pretraining, show that SoftSignum and SoftMuon consistently improve over their hard sign-based counterparts and standard AdamW.

In this paper, we study a structured class of nonconvex constrained stochastic problems with difference-of-convex (DC) regularization, where the feasible set is possibly nonconvex and the concave part of the DC regularizer is allowed to be nonsmooth. The fundamental challenge lies in maintaining feasibility for nonconvex constraints while achieving favorable oracle complexity. Although single-loop algorithms efficiently solve unconstrained DC optimization problems, their potential for constrained optimization with DC structure remains largely unexplored. To address this gap, we develop MoSSP, a Momentum-based Single-loop Stochastic Penalty method for such problems with provable complexity guarantees. The key idea is to apply a single stochastic proximal-gradient step to the Moreau envelope of the penalty plus the convex DC part, with the concave part's proximal mapping computed in parallel. We derive two algorithm variants: a Polyak-momentum version with $O(\varepsilon^{-4})$ oracle complexity for finding stochastic $\varepsilon$-KKT points, and an improved $O(\varepsilon^{-3})$ version incorporating recursive momentum. Experimental results demonstrate the effectiveness of the proposed algorithms.

Deep learning optimization relies heavily on the assumption of smooth loss landscapes, a condition systematically violated by modern architectures due to non-smooth components such as ReLU activations and quantization operators. In such non-smooth regimes, adaptive optimizers such as Adam suffer from gradient chattering, violent oscillations caused by conflicting signals within the Clarke subdifferential, leading to poor convergence and suboptimal generalization. To address this, we introduce Singularity-aware Adam (S-Adam), a novel optimizer that stabilizes training by dynamically modulating step sizes based on local geometric instability. Our key contribution is the Local Geometric Instability (LGI) metric, a computationally efficient estimator of the Clarke subdifferential diameter derived from the variance of randomized directional derivatives. S-Adam incorporates an adaptive damping mechanism exp(-λ$$ρ) that decelerates updates in high-instability regions while preserving fast convergence in smooth basins. We provide a rigorous convergence analysis using differential inclusions, proving that S-Adam converges almost surely to ($δ$,$ε$)-Clarke stationary points at the optimal O(1/$\sqrt(T)$) rate. Empirical evaluations on Quantization-Aware Training (QAT) and high-noise small-batch learning demonstrate that S-Adam consistently outperforms AdamW and Prox-SGD, achieving accuracy gains of up to 6 percent on CIFAR-100 and 3 percent on TinyImageNet while effectively mitigating gradient oscillations.

Many tasks in modern machine learning are observed to involve heavy-tailed gradient noise during the optimization process. To manage this realistic and challenging setting, new mechanisms, such as gradient clipping and gradient normalization, have been introduced to ensure the convergence of first-order algorithms. However, adaptive gradient methods, a famous class of modern optimizers that includes popular $\mathtt{Adam}$ and $\mathtt{AdamW}$, often perform well even without any extra operations mentioned above. It is therefore natural to ask whether adaptive gradient methods can converge under heavy-tailed noise without any algorithmic changes. In this work, we take the first step toward answering this question by investigating a special case, $\mathtt{AdaGrad}$, the origin of adaptive gradient methods. We provide the first provable convergence rate for $\mathtt{AdaGrad}$ in non-convex optimization when the tail index $p$ satisfies $4/3<p\leq2$. Notably, this result is achieved without requiring any prior knowledge of $p$ and is hence adaptive to the tail index. In addition, we develop an algorithm-dependent lower bound, suggesting that the existing minimax rate for heavy-tailed optimization is not attainable by $\mathtt{AdaGrad}$. Lastly, we consider $\mathtt{AdaGrad}\text{-}\mathtt{Norm}$, a popular variant of $\mathtt{AdaGrad}$ in theoretical studies, and show an improved rate that holds for any $1<p\leq2$ under an extra mild assumption.

A growing lesson from neural network optimization is that optimizer design should respect how the model is parametrized. The layerwise input-output structure of neural networks motivates scale-invariant optimizers, such as Muon and Scion, whose updates also support hyperparameter transfer. At the same time, stochastic gradient noise in deep learning is often far from sub-Gaussian and may exhibit heavy tails. These observations have shaped recent algorithmic principles for training neural networks, yet their joint theoretical consequences are underexplored. In particular, it remains unclear what dimension dependence is unavoidable for gradient-based methods given the problem class is defined by input-output norm and under heavy-tailed noise, and whether higher-order smoothness can accelerate training. We study these questions through nonconvex smooth stochastic optimization over $\mathbb R^{m\times n}$ equipped with general norms and under $p^\mathrm{th}$-moment heavy-tailed noise, where the goal is to achieve an $ε$-stationary point in the dual norm. Our first contribution is a dimension-dependent lower bound: when $\frac{\max\{m,n\}}{(\min\{m,n\})^2}$ is large enough, any gradient-based method requires $Ω(\min\{m, n\}ε^{-\frac{3p-2}{p-1}})$ oracles for the problem class defined by the spectral norm, which is a common input-output norm. We prove that a scale-invariant Scion method with the spectral norm can achieve the matching upper bound of $O(\min\{m, n\}ε^{-\frac{3p-2}{p-1}})$. To exploit higher-order smoothness, we propose a transported Scion method and improve the bound to $O(\min\{m, n\}ε^{-\frac{5p-3}{2p-2}})$ when the Hessian is Lipschitz. Finally, we incorporate heuristics into our transported method and evaluate it across multiple architectures and model sizes, demonstrating its flexibility and compatibility with neural network training.

Muon has recently emerged as a strong alternative to AdamW for training neural networks, with encouraging large-scale pretraining results and growing evidence that matrix-structured updates can be faster in practice. Yet Muon, and more generally Linear Minimization Oracle (LMO) based methods, are typically used synchronously. This is problematic in heterogeneous distributed systems, where workers complete gradient computations at different speeds and synchronous training must repeatedly wait for slower workers. In this work, we introduce Ringmaster LMO, an asynchronous LMO-based momentum method for unconstrained stochastic nonconvex optimization. Our method builds on the delay-thresholding idea of Ringmaster ASGD. For SGD-type methods, Ringmaster ASGD achieves optimal time complexity by discarding overly stale gradients. Ringmaster LMO extends this mechanism to general LMO-based updates. We establish convergence guarantees under generalized $(L_0, L_1)$-smoothness and further develop a parameter-agnostic variant with decreasing stepsizes and adaptive delay thresholds. Finally, we translate our iteration guarantees into time complexity bounds under heterogeneous worker computation times. In the classical Euclidean smooth setting, these bounds recover the optimal time complexity of Ringmaster ASGD. Experiments on stochastic quadratic problems and NanoChat language-model pretraining show that the advantages of Ringmaster LMO grow with system heterogeneity and that the method outperforms strong synchronous and asynchronous baselines.

In this paper, we present CT-AGD (Curvature-Tuned Accelerated Gradient Descent), an optimization method for non-convex optimization problems in deep learning training tasks. CT-AGD is a general boosting procedure that accelerates first-order methods by explicitly capturing the local curvature using finite-difference quotients, and the development of heuristics aimed at mitigating noise and bias introduced by stochastic mini-batch training. CT-AGD has a comparable storage and computational overhead as adaptive gradient methods such as Adam. Our extensive experiments demonstrate that CT-AGD achieves the same level of accuracy as the baseline first-order methods, yet reduces the required training epochs by 33% on average.

Stochastic compositional optimization minimizes objectives of the form $\min_{\bm{x} \in \mathcal{X}} F(\bm{f}(\bm{x}), \bm{x})$, where $\bm{f}$ is accessible only through noisy stochastic queries. Existing methods for this problem assume that the outer function $F$ is continuously differentiable, which excludes many practically important applications such as robust max-of-losses, Conditional Value-at-Risk, and norm regularizers. We propose the Hybrid Momentum Stochastic Frank--Wolfe algorithm, which drops the smoothness assumption on $F$. By combining a momentum-based Jacobian tracker with a Taylor-corrected function tracker, the algorithm feeds an entire stochastic linearization -- rather than a single gradient -- into a generalized linear minimization oracle. We establish an $\mathcal{O}(K^{-1/4})$ convergence rate in the generalized Frank--Wolfe gap for non-convex objectives with $L_F$-Lipschitz outer functions, matching the optimal complexity for projection-free single-sample stochastic methods under expected smoothness. The analysis extends to heavy-tailed noise oracles with bounded $r$-th moments for $r \in (1, 2]$ and recovers the deterministic rates of Vladarean et al (2023) as the noise vanishes.

We study nonconvex stochastic optimization under the Blum-Gladyshev ($\mathsf{BG}$-0) noise model, where the stochastic gradient variance grows quadratically with the distance from the initialization. We consider this problem under both standard smoothness and the symmetric generalized-smoothness framework, which captures objectives whose local curvature can scale with the gradient norm. We prove that normalized stochastic gradient descent with momentum, using only one stochastic gradient per iteration, converges under $\mathsf{BG}$-0 noise with oracle complexity $O(\varepsilon^{-6})$. This rate holds both for standard smoothness and for $α$-symmetric generalized smoothness, showing that generalized smoothness is rate-neutral for normalized momentum in this setting. We then study a variance-reduced normalized STORM method. Under mean-square smoothness and sharp initialization, the method achieves the minimax optimal $O(\varepsilon^{-4})$ complexity, matching the lower bound. Under expected $α$-symmetric generalized smoothness, the STORM recursion couples gradient-dependent smoothness with distance-dependent noise, leading to complexity $O(\varepsilon^{-(4+α)})$ for $α\in(0,1)$ and $O(\varepsilon^{-5})$ for $α=1$. When the distance-growth parameter in the noise model vanishes, our guarantees recover the standard bounded-variance rates: $O(\varepsilon^{-4})$ for momentum, $O(\varepsilon^{-3})$ for variance reduction, and $O(\varepsilon^{-2})$ in the deterministic case. To our knowledge, these are the first convergence guarantees for normalized methods in non-convex stochastic optimization under $\mathsf{BG}$-0 noise without bounded domains, increasing batch sizes, or explicit anchoring, covering both standard and generalized smoothness regimes.

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient arrives. Vanilla ASGD applies each arriving gradient with the same weight. When local data distributions are heterogeneous, this becomes problematic: faster workers contribute more updates, and we show theoretically that the method is biased toward a frequency-weighted average of the local objectives rather than the desired global objective. Existing remedies typically move away from the simple ASGD template by introducing gathering phases, buffering, or extra memory. We show that this is unnecessary. Keeping the standard ASGD mechanism, we recover the correct objective by rescaling worker-specific stepsizes in proportion to their computation times, so that each worker contributes the same aggregate learning rate over a cycle. In the non-convex setting, under smoothness and bounded heterogeneity assumptions, we prove that the resulting method, Rescaled ASGD, converges to stationary points of the correct global objective in the fixed-computation model. Its time complexity matches the known lower bound in the leading term, while the effects of staleness and data heterogeneity appear only in lower-order terms. Experiments confirm that the method converges to the correct objective and is competitive with state-of-the-art baselines.

We establish the first population risk bounds for Kolmogorov-Arnold Networks (KANs) trained by mini-batch SGD with gradient clipping, covering non-private SGD as well as differentially private SGD (DP-SGD) with Gaussian perturbations that interpolate between independent and temporally correlated noise. This setting is substantially closer to practice than prior KAN theory along two axes: training is by mini-batch SGD, the standard recipe for modern networks, rather than full-batch gradient descent (GD); and correlated-noise mechanisms have empirically shown a more favorable privacy-utility tradeoff than independent-noise mechanisms. Our results cover the corresponding full-batch GD and independent-noise DP-GD results for KANs by Wang et al. (2026), while yielding sharper fixed-second-layer specializations. The technical core is a new analysis route for correlated-noise DP training in the non-convex regime. Temporal dependence breaks the conditional-centering structure underlying standard one-step SGD arguments, and the projection step obstructs the exact cancellation structure of correlated perturbations. We address these difficulties through an auxiliary unprojected dynamics, a shifted iterate that absorbs the current noise perturbation, and a high-probability bootstrap certifying projection inactivity. Combining this optimization analysis with a stability-based generalization argument yields the stated population risk bounds. To the best of our knowledge, this is the first optimization and population risk analysis of a correlated-noise mechanism for DP training beyond convex learning, in particular for neural networks.

In this work, we develop proximal preconditioned gradient methods with a focus on spectral gradient methods providing a proximal extension to the Muon and Scion optimizers. We introduce a family of stochastic algorithms that can handle a wide variety of convex and nonconvex constraints and study its convergence under heavy-tailed noise, through a novel analysis tailored to the geometry of the proposed methods. We further propose a variance-reduced version, which achieves faster convergence under standard noise assumptions. Finally, we show that the polynomial iterations used in Muon are more accurately captured by a nonlinear preconditioner than by the ideal matrix sign, leading to a convergence analysis that more faithfully reflects practical implementations.

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 $\mathcal{O}\left(K^{\frac{2 - 2α}{3α- 2}}\right)$ 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.

Large-scale machine learning models are trained on clusters of machines that exhibit heterogeneous performance due to hardware variability, network delays, and system-level instabilities. In such environments, time complexity rather than iteration complexity becomes the relevant performance metric for optimization algorithms. Recent work by Tyurin and Richtárik (2023) established the first time complexity analysis for parallel first-order stochastic optimization, proposing Rennala SGD as a time-optimal method for smooth nonconvex optimization. However, Rennala SGD is fundamentally a modification of SGD, and variance reduction techniques are known to improve the iteration complexity of SGD. In this work, we investigate whether variance reduction can also improve time complexity in heterogeneous systems. We show that, under a mean-squared smoothness assumption, variance reduction can improve time complexity in relevant parameter regimes. To this end, we propose Rennala MVR, a variance-reduced extension of Rennala SGD based on momentum-based variance reduction, and analyze its oracle and time complexity. We establish lower bounds for time complexity under these assumptions. On a stochastic quadratic benchmark, experiments with the exact method support the theory, while neural-network experiments with a practical inexact variant show similar empirical gains over Rennala SGD.

We consider a first order stochastic optimization framework where, at each iteration, $K$ independent identically distributed (i.i.d.) data point samples are drawn, based on which stochastic gradients can be queried. We allow gradient noise to be heavy-tailed, with possibly infinite variances. For the considered heavy-tailed setting, many algorithmic variants have recently been proposed based on gradient clipping or other nonlinear operators (e.g., normalization) applied over noisy gradients. In this paper, we take an alternative approach and propose a novel stochastic first order method dubbed Robust Stochastic Gradient Descent with medoid mini-batch gradient sampling, R-SGD-Mini for short. The core idea of R-SGD-Mini is to split the $K$-sized data batch into $M$ distinct data chunks, form for each chunk the stochastic gradient, and update the solution estimate with respect to the stochastic gradient direction of the chunk that is medoid of gradients of all data-chunks. Under a general class of symmetric heavy-tailed gradient noises and a standard non-convex setting, we establish explicit bounds on the expected time-averaged squared gradient norm. More precisely, we show that the latter quantity converges at rate $\mathcal{O}(T^{-1})$ to a small neighborhood of zero; we explicitly characterize this neighborhood in terms of noise and algorithm's parameters. Moreover, if the time horizon is known in advance, we establish the rate of $\mathcal{O}(T^{-\frac{1}{2}}).$ Furthermore, when clipping is incorporated, we obtain convergence guaranties in the high-probability sense and recover the same rate. Experimental results indicate that R-SGD-Mini and its clipped variant consistently perform favorably compared to SGD, clipped SGD and Median-of-Means based methods.

We establish sample complexity results for stochastic optimization over the integers, especially with a view to understand the complexity with respect to the corresponding continuous optimization problem. We show that integer optimization can sometimes require strictly more samples and sometimes strictly smaller number of samples, depending on the structure of the objective and constraints. 1. For Lipschitz objectives over subsets of the $\ell_\infty$ ball, the statistical complexity of general stochastic mixed-integer, nonlinear, nonconvex optimization is exactly the same as stochastic linear optimization with just bound constraints. 2. For Lipschitz objectives over subsets of the $\ell_2$ ball, we show that integer optimization can require strictly smaller sample size compared to the continuous setting in a certain regime. To get to this result, we also establish tight sample complexity results for nonconvex continuous stochastic optimization which, to the best of our knowledge, do not appear in prior work. 3. For strongly convex, smooth objectives, integer optimization has high statistical complexity compared to the continuous setting. In particular, we show that integer optimization requires $Ω(1/ε^2)$ samples to report an $ε$-approximate solution, compared to the well-known $O(1/ε)$ sample complexity from the continuous optimization literature.

Most first-order optimizers treat matrix-valued parameters as vectors, ignoring the intrinsic geometry of hidden-layer weights in neural networks. Muon addresses this mismatch by updating along the polar factor of a momentum matrix, but its theoretical understanding has lagged behind practice. In particular, practical implementations incorporate Nesterov momentum, compute the polar factor only approximately, and operate with stochastic gradients that may be heavy-tailed. We close this gap by developing a convergence theory for Muon with Nesterov momentum and inexact polar decomposition in non-convex matrix optimization under heavy-tailed noise. Our analysis builds on a unified framework for inexact polar decomposition that captures practical iterative approximations such as Newton-Schulz and quantifies how their errors propagate through the optimization dynamics. Under this framework, we establish an optimal iteration and sample complexity of $O \left(\varepsilon^{\frac{-(3α-2)}{(α-1)}} \right)$ for finding an $\varepsilon$-stationary point, where $α\in(1,2]$ denotes the heavy-tail index. For the inexact-polar setting with $σ_1=0$, we also provide guarantees that do not require prior knowledge of $α$. We analyze a randomized low-rank polar decomposition that is substantially more efficient than full-space methods while remaining compatible with our theory. Numerical experiments further demonstrate the effectiveness of the proposed inexact and randomized variants.

Multi-objective optimization (MOO) has received growing attention in applications that require learning under multiple criteria. However, most existing MOO formulations do not explicitly account for distributional shifts in the data. We introduce distributionally robust multi-objective optimization (DR-MOO), which minimizes multiple objectives under their respective worst-case distributions. We propose Pareto-type solution concepts for DR-MOO and develop multi-gradient descent algorithms (MGDA) with provable guarantees. Leveraging a Lagrangian dual reformulation, we first design a double-loop MGDA that uses an inner loop to estimate dual variables and achieves a total sample complexity $\mathcal{O}(ε^{-8})$ for reaching an $ε$-Pareto-stationary point. To further improve convergence, we combine large-batch sampling with gradient clipping to accommodate generalized smoothness and control bias in stochastic preference updates, eliminating the need for double sampling. This yields a single-loop double-clip MGDA with substantially improved sample complexity $\mathcal{O}(ε^{-4})$. Our theory applies to nonconvex problems without requiring uniformly bounded gradients of the dual objectives. Experiments demonstrate that our methods are competitive with state-of-the-art MGDA baselines.

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.

Adaptive optimizers such as Adam and non-adaptive methods like SGD exhibit distinct generalization capabilities across different architectures. Prior tunable optimizers attempt to bridge this gap by strictly interpolating between SGD and Adam, effectively confining adaptivity within the 0-to-1 bound. However, this restricted interpolation is fundamentally insufficient: we reveal that optimal adaptivity often requires extrapolation, such as negative adaptivity for classical CNNs and adaptivity of at least one ($γ\geq 1$) for Transformers. Extrapolating adaptivity theoretically violates the strict non-decreasing pre-conditioner assumption, often leading to divergence in existing methods. To break this barrier, we propose Anon, an optimizer that achieves fully continuous adaptivity extrapolation across the entire real-number spectrum. To guarantee provable stability in these out-of-bound regimes, we introduce Incremental Delay Update (IDU), a novel mechanism that bypasses hard max-tracking strategies. We theoretically establish Anon's convergence in both convex and non-convex settings. Empirically, by exploring previously unreachable adaptivity landscapes, Anon demonstrates highly competitive and scalable performance among state-of-the-art element-wise optimizers on representative image classification, diffusion, and large language modeling tasks.

Asynchronous SGD enables scalable distributed training but suffers from stale gradients. When delays depend on the data, slower samples may be underrepresented, biasing training toward faster samples. We introduce ordered momentum, a unified framework that attains the best-known rates for smooth convex and non-convex objectives under both data-independent and data-dependent delays. Notably, we establish (i) the first convergence guarantee for smooth convex objectives with data-dependent delays and, among analyses of data-dependent delays, the first to (ii) benefit from parallelization and (iii) match the tight data-independent rate, with a leading stochastic term independent of the number of workers. Finally, we derive robust learning rates that simplify hyperparameter tuning across convex and non-convex settings.

A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as adpative variants of Shampoo andMuon. This framework also allows combining heterogeneous geometriesacross different groups of variables while preserving a unifiedconvergence analysis. A fully stochastic global rate-of-convergenceanalysis is conducted for all methods in the framework, with andwithout two types of momentum, using reasonable assumptions on thevariance of the gradient oracle and without assuming boundedstochastic gradients or small enough stepsize.

Parameter-free stochastic optimization aims to design algorithms that are agnostic to the underlying problem parameters while still achieving convergence rates competitive with optimally tuned methods. While some parameter-free methods do not require the specific values of the problem parameters, they still rely on prior knowledge, such as the lower or upper bounds of them. We refer to such methods as partially parameter-free''. In this work, we target achieving fully parameter-free'' methods, i.e., the algorithmic inputs do not need to satisfy any unverifiable condition related to the true problem parameters. We propose a powerful and general grid search framework, named \textsc{Grasp}, with a novel self-bounding analysis technique that effectively determines the search ranges of parameters, in contrast to previous work. Our method demonstrates generality in: (i) the non-convex case, where we propose a fully parameter-free method that achieves near-optimal convergence rate, up to logarithmic factors; (ii) the convex case, where our parameter-free methods are competitive with strong performance in terms of acceleration and universality. Finally, we contribute a sharper guarantee for the model ensemble, a final step of the grid search framework, under interpolated variance characterization.

Analysis of Stochastic Gradient Descent (SGD) and its variants typically relies on the assumption of uniformly bounded variance, a condition that frequently fails in practical non-convex settings, such as neural network training, as well as in several elementary optimization settings. While several relaxations are explored in the literature, the Blum-Gladyshev (BG-0) condition, which permits the variance to grow quadratically with distance has recently been shown to be the weakest condition. However, the study of the oracle complexity of stochastic first-order non-convex optimization under BG-0 has remained underexplored. In this paper, we address this gap and establish information-theoretic lower bounds, proving that finding an $ε$-stationary point requires $Ω(ε^{-6})$ stochastic BG-0 oracle queries for smooth functions and $Ω(ε^{-4})$ queries under mean-square smoothness. These limits demonstrate an unavoidable degradation from classical bounded-variance complexities, i.e., $Ω(ε^{-4})$ and $Ω(ε^{-3})$ for smooth and mean-square smooth cases, respectively. To match these lower bounds, we consider Proximally Anchored STochastic Approximation (PASTA), a unified algorithmic framework that couples Halpern anchoring with Tikhonov regularization to dynamically mitigate the extra variance explosion term permitted by the BG-0 oracle. We prove that PASTA achieves minimax optimal complexities across numerous non-convex regimes, including standard smooth, mean-square smooth, weakly convex, star-convex, and Polyak-Lojasiewicz functions, entirely under an unbounded domain and unbounded stochastic gradients.

Sign-based optimization algorithms, such as SignSGD, have garnered significant attention for their remarkable performance in distributed learning and training large foundation models. Despite their empirical superiority, SignSGD is known to diverge on non-smooth objectives, which are ubiquitous in modern machine learning due to ReLUs, max-pools, and mixture-of-experts. To overcome this fundamental limitation, we propose \textbf{StoSignSGD}, an algorithm that injects structural stochasticity into the sign operator while maintaining an unbiased update step. In the regime of (online) convex optimization, our theoretical analysis shows that StoSignSGD rigorously resolves the non-convergence issues of SignSGD, achieving a sharp convergence rate matching the lower bound. For the more challenging non-convex non-smooth optimization, we introduce generalized stationary measures that encompass prior definitions, proving that StoSignSGD improves upon the best-known complexity bounds by dimensional factors. Empirically, StoSignSGD exhibits robust stability and superior efficiency across diverse large language model (LLM) training regimes. Notably, in low-precision FP8 pretraining -- a setting where AdamW fails catastrophically -- StoSignSGD remains highly stable and yields a remarkable 1.44$\times$ to 2.14$\times$ speedup relative to established baselines. Furthermore, when fine-tuning 7B LLMs on mathematical reasoning tasks, StoSignSGD delivers substantial performance gains over both AdamW and SignSGD. Finally, to dissect the mechanisms driving its success, we develop a sign conversion framework capable of transforming any general optimizer into its unbiased, sign-based counterpart. Utilizing this framework, we deconstruct the core components of StoSignSGD and present a comprehensive ablation study to empirically validate our algorithmic design choices.

Lion optimizer is a popular learning-based optimization algorithm in machine learning, which shows impressive performance in training many deep learning models. Although convergence property of the Lion optimizer has been studied, its generalization analysis is still missing. To fill this gap, we study generalization property of the Lion via algorithmic stability based on the mathematical induction. Specifically, we prove that the Lion has a generalization error of $O(\frac{1}{Nτ^T})$, where $N$ is training sample size, and $τ>0$ denotes the smallest absolute value of non-zero element in gradient estimator, and $T$ is the total iteration number. In addition, we obtain an interesting byproduct that the SignSGD algorithm has the same generalization error as the Lion. To enhance generalization of the Lion, we design a novel efficient Cautious Lion (i.e., CLion) optimizer by cautiously using sign function. Moreover, we prove that our CLion has a lower generalization error of $O(\frac{1}{N})$ than $O(\frac{1}{Nτ^T})$ of the Lion, since the parameter $τ$ generally is very small. Meanwhile, we study convergence property of our CLion optimizer, and prove that our CLion has a fast convergence rate of $O(\frac{\sqrt{d}}{T^{1/4}})$ under $\ell_1$-norm of gradient for nonconvex stochastic optimization, where $d$ denotes the model dimension. Extensive numerical experiments demonstrate effectiveness of our CLion optimizer.