Stochastic Methods for Composite and Weakly Convex Optimization Problems
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Abstract (arXiv)
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function h and smooth function c and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic methods---including a stochastic prox-linear algorithm and a stochastic (generalized) sub-gradient procedure---and prove that, under mild technical conditions, each converges to first-order stationary points of the stochastic objective. We provide experiments further investigating our methods on non-smooth phase retrieval problems; the experiments indicate the practical effectiveness of the procedures.
Key facts. Cited by 48 papers in the map (data through 14 Oct 2026). First posted on arXiv 24 Mar 2017.
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Citing papers per year: 2021: 11; 2022: 9; 2023: 10; 2024: 6; 2025: 8; 2026: 4.
48 papers.
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- 2022Same Pre-training Loss, Better Downstream: Implicit Bias Matters for Language Modelscited by 84
- 2022Gradient-Free Methods for Deterministic and Stochastic Nonsmooth Nonconvex Optimizationcited by 43
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimizationcited by 39
- 2021Stability and Convergence of Stochastic Gradient Clipping: Beyond Lipschitz Continuity and Smoothnesscited by 37
- 2022Convergence of gradient descent for deep neural networkscited by 24
- 2025Explicit Eigenvalue Regularization Improves Sharpness-Aware Minimizationcited by 21
- 2021Accelerated, Optimal, and Parallel: Some Results on Model-Based Stochastic Optimizationcited by 14
- 2021When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpointcited by 12
- 2022A Unified Convergence Theorem for Stochastic Optimization Methodscited by 12
- 2021Minibatch and Momentum Model-based Methods for Stochastic Weakly Convex Optimizationcited by 10
- 2023Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimizationcited by 10
- 2021Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functionscited by 9
36 more
- 2022A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimizationcited by 8
- 2023A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Propertiescited by 5
- 2023A Model-Based Method for Minimizing CVaR and Beyondcited by 5
- 2023Adam-family Methods with Decoupled Weight Decay in Deep Learningcited by 5
- 2026Lower Bounds and Proximally Anchored SGD for Non-Convex Minimization Under Unbounded Variancecited by 5
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2021On the Self-Penalization Phenomenon in Feature Selectioncited by 4
- 2023Sharper Analysis for Minibatch Stochastic Proximal Point Methods: Stability, Smoothness, and Deviationcited by 4
- 2023A New Random Reshuffling Method for Nonsmooth Nonconvex Finite-sum Optimizationcited by 4
- 2024A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimizationcited by 4
- 2021Second-order step-size tuning of SGD for non-convex optimizationcited by 3
- 2023Convergence of stochastic gradient descent under a local Lojasiewicz condition for deep neural networkscited by 3
- 2023Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimizationcited by 3
- 2024On the Uniform Convergence of Subdifferentials in Stochastic Optimization and Learningcited by 3
- 2025On exploration of an interior mirror descent flow for stochastic nonconvex constrained problemcited by 3
- 2025Deep Learning as the Disciplined Construction of Tame Objectscited by 3
- 2022Efficient algorithms for implementing incremental proximal-point methodscited by 2
- 2024Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimizationcited by 2
- 2024Memory-Efficient 4-bit Preconditioned Stochastic Optimizationcited by 2
- 2026Musec: MomentUm SpEctral Clipping for Stable Muon-type Trainingcited by 2
- 2021OpReg-Boost: Learning to Accelerate Online Algorithms with Operator Regressioncited by 1
- 2022Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimizationcited by 1
- 2023A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrievalcited by 1
- 2024Convergence of Decentralized Stochastic Subgradient-based Methods for Nonsmooth Nonconvex functionscited by 1
- 2025The late-stage training dynamics of (stochastic) subgradient descent on homogeneous neural networkscited by 1
- 2021Robust Regression via Model Based Methodscited by 0
- 2022Consistent Approximations in Composite Optimizationcited by 0
- 2022Convergence of ease-controlled Random Reshuffling gradient Algorithms under Lipschitz smoothnesscited by 0
- 2023Dual Gauss-Newton Directions for Deep Learningcited by 0
- 2024On the Hardness of Meaningful Local Guarantees in Nonsmooth Nonconvex Optimizationcited by 0
- 2025Learning-Based Surrogate Method for Stochastic Optimization under Decision-Dependent Uncertainty with Adaptive Random Designscited by 0
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferentialcited by 0
- 2025DualHash: A Stochastic Primal-Dual Algorithm with Theoretical Guarantee for Deep Hashingcited by 0
- 2025Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithmscited by 0
- 2026Decentralized Stochastic Subgradient-type Methods with Communication Compression for Nonsmooth Nonconvex Optimizationcited by 0
- 2026A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Lojasiewicz conditioncited by 0
- 2026Musec: MomentUm SpEctral Clipping for Stable Muon-type Training10 Sep 2026
- 2026A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Lojasiewicz condition5 Aug 2026
- 2026Decentralized Stochastic Subgradient-type Methods with Communication Compression for Nonsmooth Nonconvex Optimization2 Jul 2026
- 2026Lower Bounds and Proximally Anchored SGD for Non-Convex Minimization Under Unbounded Variance17 Apr 2026
- 2025Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithms26 Nov 2025
- 2025DualHash: A Stochastic Primal-Dual Algorithm with Theoretical Guarantee for Deep Hashing21 Oct 2025
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferential3 Oct 2025
- 2025Deep Learning as the Disciplined Construction of Tame Objects22 Sep 2025
- 2025On exploration of an interior mirror descent flow for stochastic nonconvex constrained problem21 Jul 2025
- 2025Learning-Based Surrogate Method for Stochastic Optimization under Decision-Dependent Uncertainty with Adaptive Random Designs12 May 2025
- 2025The late-stage training dynamics of (stochastic) subgradient descent on homogeneous neural networks8 Feb 2025
- 2025Explicit Eigenvalue Regularization Improves Sharpness-Aware Minimization22 Jan 2025
36 more
- 2024Memory-Efficient 4-bit Preconditioned Stochastic Optimization14 Dec 2024
- 2024On the Hardness of Meaningful Local Guarantees in Nonsmooth Nonconvex Optimization16 Sep 2024
- 2024A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization17 May 2024
- 2024On the Uniform Convergence of Subdifferentials in Stochastic Optimization and Learning16 May 2024
- 2024Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimization15 Apr 2024
- 2024Convergence of Decentralized Stochastic Subgradient-based Methods for Nonsmooth Nonconvex functions18 Mar 2024
- 2023A New Random Reshuffling Method for Nonsmooth Nonconvex Finite-sum Optimization2 Dec 2023
- 2023Adam-family Methods with Decoupled Weight Decay in Deep Learning13 Oct 2023
- 2023Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimization5 Oct 2023
- 2023Dual Gauss-Newton Directions for Deep Learning17 Aug 2023
- 2023Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimization19 Jul 2023
- 2023A Model-Based Method for Minimizing CVaR and Beyond27 May 2023
- 2023A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Properties10 May 2023
- 2023A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrieval25 Apr 2023
- 2023Convergence of stochastic gradient descent under a local Lojasiewicz condition for deep neural networks18 Apr 2023
- 2023Sharper Analysis for Minibatch Stochastic Proximal Point Methods: Stability, Smoothness, and Deviation9 Jan 2023
- 2022Convergence of ease-controlled Random Reshuffling gradient Algorithms under Lipschitz smoothness4 Dec 2022
- 2022Same Pre-training Loss, Better Downstream: Implicit Bias Matters for Language Models25 Oct 2022
- 2022Gradient-Free Methods for Deterministic and Stochastic Nonsmooth Nonconvex Optimization12 Sep 2022
- 2022Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimization30 Jun 2022
- 2022A Unified Convergence Theorem for Stochastic Optimization Methods8 Jun 2022
- 2022Efficient algorithms for implementing incremental proximal-point methods3 May 2022
- 2022Convergence of gradient descent for deep neural networks30 Mar 2022
- 2022A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimization9 Feb 2022
- 2022Consistent Approximations in Composite Optimization13 Jan 2022
- 2021On the Self-Penalization Phenomenon in Feature Selection12 Oct 2021
- 2021When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint5 Oct 2021
- 2021Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions4 Aug 2021
- 2021Robust Regression via Model Based Methods20 Jun 2021
- 2021Minibatch and Momentum Model-based Methods for Stochastic Weakly Convex Optimization6 Jun 2021
- 2021OpReg-Boost: Learning to Accelerate Online Algorithms with Operator Regression27 May 2021
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimization14 Apr 2021
- 2021Second-order step-size tuning of SGD for non-convex optimization5 Mar 2021
- 2021Stability and Convergence of Stochastic Gradient Clipping: Beyond Lipschitz Continuity and Smoothness12 Feb 2021
- 2021Accelerated, Optimal, and Parallel: Some Results on Model-Based Stochastic Optimization7 Jan 2021
- 2021First-Order Methods for Convex Optimization4 Jan 2021
- 2022Same Pre-training Loss, Better Downstream: Implicit Bias Matters for Language Modelscited by 84
- 2022Gradient-Free Methods for Deterministic and Stochastic Nonsmooth Nonconvex Optimizationcited by 43
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimizationcited by 39
- 2021Stability and Convergence of Stochastic Gradient Clipping: Beyond Lipschitz Continuity and Smoothnesscited by 37
- 2022Convergence of gradient descent for deep neural networkscited by 24
- 2025Explicit Eigenvalue Regularization Improves Sharpness-Aware Minimizationcited by 21
- 2021Accelerated, Optimal, and Parallel: Some Results on Model-Based Stochastic Optimizationcited by 14
- 2021When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpointcited by 12
- 2022A Unified Convergence Theorem for Stochastic Optimization Methodscited by 12
- 2021Minibatch and Momentum Model-based Methods for Stochastic Weakly Convex Optimizationcited by 10
- 2023Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimizationcited by 10
- 2021Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functionscited by 9
12 most cited of 48 All 48 (JSON)
- 2026Musec: MomentUm SpEctral Clipping for Stable Muon-type Training10 Sep 2026
- 2026A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Lojasiewicz condition5 Aug 2026
- 2026Decentralized Stochastic Subgradient-type Methods with Communication Compression for Nonsmooth Nonconvex Optimization2 Jul 2026
- 2026Lower Bounds and Proximally Anchored SGD for Non-Convex Minimization Under Unbounded Variance17 Apr 2026
- 2025Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithms26 Nov 2025
- 2025DualHash: A Stochastic Primal-Dual Algorithm with Theoretical Guarantee for Deep Hashing21 Oct 2025
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferential3 Oct 2025
- 2025Deep Learning as the Disciplined Construction of Tame Objects22 Sep 2025
- 2025On exploration of an interior mirror descent flow for stochastic nonconvex constrained problem21 Jul 2025
- 2025Learning-Based Surrogate Method for Stochastic Optimization under Decision-Dependent Uncertainty with Adaptive Random Designs12 May 2025
- 2025The late-stage training dynamics of (stochastic) subgradient descent on homogeneous neural networks8 Feb 2025
- 2025Explicit Eigenvalue Regularization Improves Sharpness-Aware Minimization22 Jan 2025
12 newest of 48 All 48 (JSON)