Related papers: Convergence of Spectral Descent for Non-smooth Opt…

The paper is devoted to a special Mirror Descent algorithm for problems of convex minimization with functional constraints. The objective function may not satisfy the Lipschitz condition, but it must necessarily have the Lipshitz-continuous…

Gradient normalization stabilizes deep-learning optimization, and spectral normalizations are especially natural for matrix-shaped parameter blocks; Muon is the motivating example. We study an idealized deterministic, continuous-time,…

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Due to the non-smoothness of optimization problems in Machine Learning, generalized smoothness assumptions have been gaining a lot of attention in recent years. One of the most popular assumptions of this type is $(L_0,L_1)$-smoothness…

Muon has recently shown promising results in LLM training. In this work, we study how to further improve Muon. We argue that Muon's orthogonalized update rule suppresses the emergence of heavy-tailed weight spectra and over-emphasizes the…

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

In this paper, we propose a generalized framework for developing learning-rate-free momentum stochastic gradient descent (SGD) methods in the minimization of nonsmooth nonconvex functions, especially in training nonsmooth neural networks.…

Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Dual averaging and gradient descent with their stochastic variants stand as the two canonical recipe books for first-order optimization: Every modern variant can be viewed as a descendant of one or the other. In the convex regime, these…

Recent optimizers like Muon, Scion, and Gluon have pushed the frontier of large-scale deep learning by exploiting layer-wise linear minimization oracles (LMOs) over non-Euclidean norm balls, capturing neural network structure in ways…

Recently, several instances of non-Euclidean SGD, including SignSGD, Lion, and Muon, have attracted significant interest from the optimization community due to their practical success in training deep neural networks. Consequently, a number…

Loss functions with non-isolated minima have emerged in several machine learning problems, creating a gap between theory and practice. In this paper, we formulate a new type of local convexity condition that is suitable to describe the…

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…

The recent empirical success of the Muon optimizer has renewed interest in non-Euclidean optimization, typically justified by similarities with second-order methods, and linear minimization oracle (LMO) theory. In this paper, we challenge…

Matrix-structured parameters frequently appear in many artificial intelligence models such as large language models. More recently, an efficient Muon optimizer is designed for matrix parameters of large-scale models, and shows markedly…

Muon, a recently proposed optimizer that leverages the inherent matrix structure of neural network parameters, has demonstrated strong empirical performance, indicating its potential as a successor to standard optimizers such as AdamW. This…

Stochastic Gradient Descent (SGD) is fundamental for training deep neural networks, especially in non-convex settings. Understanding SGD's generalization properties is crucial for ensuring robust model performance on unseen data. In this…