Stochastic Recursive Gradient Algorithm for Nonconvex Optimization
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Abstract (arXiv)
In this paper, we study and analyze the mini-batch version of StochAstic Recursive grAdient algoritHm (SARAH), a method employing the stochastic recursive gradient, for solving empirical loss minimization for the case of nonconvex losses. We provide a sublinear convergence rate (to stationary points) for general nonconvex functions and a linear convergence rate for gradient dominated functions, both of which have some advantages compared to other modern stochastic gradient algorithms for nonconvex losses.
Key facts. Cited by 20 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 May 2017.
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Citing papers per year: 2021: 4; 2022: 5; 2023: 4; 2024: 4; 2025: 1; 2026: 2.
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- 2024MARS: Unleashing the Power of Variance Reduction for Training Large Modelscited by 59
- 2023Variance-reduced Clipping for Non-convex Optimizationcited by 22
- 2021Proxy Convexity: A Unified Framework for the Analysis of Neural Networks Trained by Gradient Descentcited by 21
- 2022Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimizationcited by 16
- 2022Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problemscited by 10
- 2025MARS-M: When Variance Reduction Meets Matricescited by 10
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGradcited by 8
- 2021Random-reshuffled SARAH does not need a full gradient computationscited by 7
- 2023Improving Accelerated Federated Learning with Compression and Importance Samplingcited by 7
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Featurescited by 6
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimizationcited by 2
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problemscited by 2
8 more
- 2021Faster Perturbed Stochastic Gradient Methods for Finding Local Minimacited by 1
- 2022Riemannian Stochastic Gradient Method for Nested Composition Optimizationcited by 1
- 2024Zeroth-Order Stochastic Mirror Descent Algorithms for Minimax Excess Risk Optimizationcited by 1
- 2026AdaCubic: An Adaptive Cubic Regularization Optimizer for Deep Learningcited by 1
- 2026OptMuon: Closed-Loop Orthogonalized Momentum Methods for Stochastic Optimization with Zero-Noise Optimalitycited by 1
- 2021Scalable Projection-Free Optimizationcited by 0
- 2022Versatile Single-Loop Method for Gradient Estimator: First and Second Order Optimality, and its Application to Federated Learningcited by 0
- 2022SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalitiescited by 0
- 2026OptMuon: Closed-Loop Orthogonalized Momentum Methods for Stochastic Optimization with Zero-Noise Optimality7 Jun 2026
- 2026AdaCubic: An Adaptive Cubic Regularization Optimizer for Deep Learning10 Apr 2026
- 2025MARS-M: When Variance Reduction Meets Matrices20 Oct 2025
- 2024MARS: Unleashing the Power of Variance Reduction for Training Large Models15 Nov 2024
- 2024Zeroth-Order Stochastic Mirror Descent Algorithms for Minimax Excess Risk Optimization22 Aug 2024
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad5 Mar 2024
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problems29 Jan 2024
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization24 Oct 2023
- 2023Improving Accelerated Federated Learning with Compression and Importance Sampling5 Jun 2023
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Features23 Apr 2023
- 2023Variance-reduced Clipping for Non-convex Optimization2 Mar 2023
- 2022Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problems24 Nov 2022
8 more
- 2022SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities12 Oct 2022
- 2022Versatile Single-Loop Method for Gradient Estimator: First and Second Order Optimality, and its Application to Federated Learning1 Sep 2022
- 2022Riemannian Stochastic Gradient Method for Nested Composition Optimization19 Jul 2022
- 2022Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization30 Mar 2022
- 2021Random-reshuffled SARAH does not need a full gradient computations26 Nov 2021
- 2021Faster Perturbed Stochastic Gradient Methods for Finding Local Minima25 Oct 2021
- 2021Proxy Convexity: A Unified Framework for the Analysis of Neural Networks Trained by Gradient Descent25 Jun 2021
- 2021Scalable Projection-Free Optimization7 May 2021
- 2024MARS: Unleashing the Power of Variance Reduction for Training Large Modelscited by 59
- 2023Variance-reduced Clipping for Non-convex Optimizationcited by 22
- 2021Proxy Convexity: A Unified Framework for the Analysis of Neural Networks Trained by Gradient Descentcited by 21
- 2022Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimizationcited by 16
- 2022Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problemscited by 10
- 2025MARS-M: When Variance Reduction Meets Matricescited by 10
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGradcited by 8
- 2021Random-reshuffled SARAH does not need a full gradient computationscited by 7
- 2023Improving Accelerated Federated Learning with Compression and Importance Samplingcited by 7
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Featurescited by 6
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimizationcited by 2
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problemscited by 2
12 most cited of 20 All 20 (JSON)
- 2026OptMuon: Closed-Loop Orthogonalized Momentum Methods for Stochastic Optimization with Zero-Noise Optimality7 Jun 2026
- 2026AdaCubic: An Adaptive Cubic Regularization Optimizer for Deep Learning10 Apr 2026
- 2025MARS-M: When Variance Reduction Meets Matrices20 Oct 2025
- 2024MARS: Unleashing the Power of Variance Reduction for Training Large Models15 Nov 2024
- 2024Zeroth-Order Stochastic Mirror Descent Algorithms for Minimax Excess Risk Optimization22 Aug 2024
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad5 Mar 2024
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problems29 Jan 2024
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization24 Oct 2023
- 2023Improving Accelerated Federated Learning with Compression and Importance Sampling5 Jun 2023
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Features23 Apr 2023
- 2023Variance-reduced Clipping for Non-convex Optimization2 Mar 2023
- 2022Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problems24 Nov 2022
12 newest of 20 All 20 (JSON)