Spectral clipping of leading singular values in gradient matrices stabilizes SGD for non-convex problems with heavy-tailed noise and achieves the optimal convergence rate O(K^{(2-2α)/(3α-2)}).
ArXiv Preprint: 2404.00498 , Year =
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Muon with Nesterov momentum and inexact polar decomposition achieves optimal convergence rates of O(ε^(-(3α-2)/(α-1))) under heavy-tailed noise for ε-stationary points in non-convex settings.
Establishes matching Ω and O(min{m,n} ε^-(3p-2)/(p-1)) bounds for scale-invariant spectral-norm methods under heavy-tailed noise, plus an improved O(min{m,n} ε^-(5p-3)/(2p-2)) rate via transported Scion under Hessian Lipschitz continuity.
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Gradient Clipping Beyond Vector Norms: A Spectral Approach for Matrix-Valued Parameters
Spectral clipping of leading singular values in gradient matrices stabilizes SGD for non-convex problems with heavy-tailed noise and achieves the optimal convergence rate O(K^{(2-2α)/(3α-2)}).
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Muon with Nesterov Momentum: Heavy-Tailed Noise and (Randomized) Inexact Polar Decomposition
Muon with Nesterov momentum and inexact polar decomposition achieves optimal convergence rates of O(ε^(-(3α-2)/(α-1))) under heavy-tailed noise for ε-stationary points in non-convex settings.
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Scale-Invariant Neural Network Optimization: Norm Geometry and Heavy-Tailed Noise
Establishes matching Ω and O(min{m,n} ε^-(3p-2)/(p-1)) bounds for scale-invariant spectral-norm methods under heavy-tailed noise, plus an improved O(min{m,n} ε^-(5p-3)/(2p-2)) rate via transported Scion under Hessian Lipschitz continuity.