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Recently, the study of heavy-tailed noises in first-order nonconvex stochastic optimization has gotten a lot of attention since it was recognized as a more realistic condition as suggested by many empirical observations. Specifically, the…

Optimization and Control · Mathematics 2025-05-30 Zijian Liu , Zhengyuan Zhou

The recently introduced optimizer, Muon, has gained increasing attention due to its superior performance across a wide range of applications. However, its effectiveness in federated learning remains unexplored. To address this gap, this…

Machine Learning · Computer Science 2025-10-07 Xinwen Zhang , Hongchang Gao

Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…

Optimization and Control · Mathematics 2026-04-17 Shuhua Yu , Dusan Jakovetic , Soummya Kar

Muon is a recently proposed optimizer that enforces orthogonality in parameter updates by projecting gradients onto the Stiefel manifold, leading to stable and efficient training in large-scale deep neural networks. Meanwhile, the…

Machine Learning · Computer Science 2026-03-18 Hideaki Iiduka

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Existing decentralized stochastic optimization methods assume the lower-level loss function is strongly convex and the stochastic gradient noise has finite variance. These strong assumptions typically are not satisfied in real-world machine…

Machine Learning · Computer Science 2026-05-26 Xinwen Zhang , Yihan Zhang , Heng Liang , Hongchang Gao

Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper…

Optimization and Control · Mathematics 2023-05-23 Zijian Liu , Zhengyuan Zhou

While adaptive gradient methods are the workhorse of modern machine learning, sign-based optimization algorithms such as Lion and Muon have recently demonstrated superior empirical performance over AdamW in training large language models…

Machine Learning · Computer Science 2026-05-11 Dingzhi Yu , Hongyi Tao , Yuanyu Wan , Luo Luo , Lijun Zhang

In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…

Optimization and Control · Mathematics 2022-03-10 Pranay Sharma , Rohan Panda , Gauri Joshi , Pramod K. Varshney

The minimax problems arise throughout machine learning applications, ranging from adversarial training and policy evaluation in reinforcement learning to AUROC maximization. To address the large-scale data challenges across multiple clients…

Machine Learning · Computer Science 2023-10-06 Xidong Wu , Jianhui Sun , Zhengmian Hu , Aidong Zhang , Heng Huang

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Machine Learning · Computer Science 2025-12-16 Zhuanghua Liu , Luo Luo

This paper considers the problem of asynchronous stochastic nonconvex optimization with heavy-tailed gradient noise and arbitrarily heterogeneous computation times across workers. We propose an asynchronous normalized stochastic gradient…

Optimization and Control · Mathematics 2026-01-28 Yidong Wu , Luo Luo

We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…

Optimization and Control · Mathematics 2026-04-01 Adrien Fradin , Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

In this paper, we propose a new accelerated stochastic first-order method called clipped-SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in stochastic gradients and derive the first high-probability…

Optimization and Control · Mathematics 2020-10-26 Eduard Gorbunov , Marina Danilova , Alexander Gasnikov

The empirical evidence indicates that stochastic optimization with heavy-tailed gradient noise is more appropriate to characterize the training of machine learning models than that with standard bounded gradient variance noise. Most…

Machine Learning · Computer Science 2026-01-28 Hongxu Chen , Ke Wei , Xiaoming Yuan , Luo Luo

Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated…

Machine Learning · Computer Science 2024-03-01 Feihu Huang , Xinrui Wang , Junyi Li , Songcan Chen

This paper studies decentralized stochastic nonconvex optimization problem over row-stochastic networks. We consider the heavy-tailed gradient noise which is empirically observed in many popular real-world applications. Specifically, we…

Optimization and Control · Mathematics 2026-01-19 Menglian Wang , Zhuanghua Liu , Luo Luo

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…

Optimization and Control · Mathematics 2026-05-19 Zijian Liu

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

Optimization and Control · Mathematics 2025-05-12 Chao Sun , Huiming Zhang , Bo Chen , Li Yu

We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…

Optimization and Control · Mathematics 2024-04-18 Nikita Puchkin , Eduard Gorbunov , Nikolay Kutuzov , Alexander Gasnikov
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