Stochastic subgradient method converges at the rate O(k-1/4) on weakly convex functions
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Abstract (arXiv)
We prove that the proximal stochastic subgradient method, applied to a weakly convex problem, drives the gradient of the Moreau envelope to zero at the rate O(k-1/4). As a consequence, we resolve an open question on the convergence rate of the proximal stochastic gradient method for minimizing the sum of a smooth nonconvex function and a convex proximable function.
Key facts. Cited by 32 papers in the map (data through 14 Oct 2026). First posted on arXiv 8 Feb 2018.
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Citing papers per year: 2021: 8; 2022: 7; 2023: 3; 2024: 5; 2025: 4; 2026: 5.
32 papers.
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- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learningcited by 101
- 2021Global Convergence of Multi-Agent Policy Gradient in Markov Potential Gamescited by 93
- 2021A Single-Timescale Method for Stochastic Bilevel Optimizationcited by 69
- 2021Amortized Implicit Differentiation for Stochastic Bilevel Optimizationcited by 63
- 2022Statistical, Robustness, and Computational Guarantees for Sliced Wasserstein Distancescited by 41
- 2021Proximal and Federated Random Reshufflingcited by 33
- 2022When AUC meets DRO: Optimizing Partial AUC for Deep Learning with Non-Convex Convergence Guaranteecited by 29
- 2023Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problemscited by 21
- 2024Plug-and-Play image restoration with Stochastic deNOising REgularizationcited by 17
- 2025Can SGD Handle Heavy-Tailed Noise?cited by 17
- 2022Large-scale Optimization of Partial AUC in a Range of False Positive Ratescited by 15
- 2021Outlier-Robust Sparse Estimation via Non-Convex Optimizationcited by 14
20 more
- 2024Weakly Convex Regularisers for Inverse Problems: Convergence of Critical Points and Primal-Dual Optimisationcited by 14
- 2022Weighted Distillation with Unlabeled Examplescited by 13
- 2023Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimizationcited by 11
- 2024Learning with Logical Constraints but without Shortcut Satisfactioncited by 10
- 2022Min-Max Bilevel Multi-objective Optimization with Applications in Machine Learningcited by 9
- 2021Minimax Optimization with Smooth Algorithmic Adversariescited by 8
- 2021Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domaincited by 8
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Gamescited by 5
- 2022Blessing of Nonconvexity in Deep Linear Models: Depth Flattens the Optimization Landscape Around the True Solutioncited by 3
- 2023Damped Proximal Augmented Lagrangian Method for weakly-Convex Problems with Convex Constraintscited by 2
- 2025Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximizationcited by 1
- 2026Oracle-Robust Online Alignment for Large Language Modelscited by 1
- 2026Risk-Conditioned Fine-Tuning of Large Language Modelscited by 1
- 2022ScaLA: Accelerating Adaptation of Pre-Trained Transformer-Based Language Models via Efficient Large-Batch Adversarial Noisecited by 0
- 2024Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimizationcited by 0
- 2025Stochastic Weakly Convex Optimization Under Heavy-Tailed Noisescited by 0
- 2025The Measure of Deception: An Analysis of Data Forging in Machine Unlearningcited by 0
- 2026Sample Complexity Analysis for Constrained Bilevel Reinforcement Learningcited by 0
- 2026Global Optimality for Constrained Exploration via Penalty Regularizationcited by 0
- 2026The Role of Gradient Modification in Heavy-Tailed Nonconvex Stochastic Min-Max Optimizationcited by 0
- 2026Risk-Conditioned Fine-Tuning of Large Language Models8 Sep 2026
- 2026The Role of Gradient Modification in Heavy-Tailed Nonconvex Stochastic Min-Max Optimization5 Sep 2026
- 2026Global Optimality for Constrained Exploration via Penalty Regularization30 Apr 2026
- 2026Oracle-Robust Online Alignment for Large Language Models24 Feb 2026
- 2026Sample Complexity Analysis for Constrained Bilevel Reinforcement Learning30 Jan 2026
- 2025The Measure of Deception: An Analysis of Data Forging in Machine Unlearning6 Sep 2025
- 2025Can SGD Handle Heavy-Tailed Noise?6 Aug 2025
- 2025Stochastic Weakly Convex Optimization Under Heavy-Tailed Noises17 Jul 2025
- 2025Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximization28 May 2025
- 2024Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization27 Jun 2024
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Games9 Mar 2024
- 2024Learning with Logical Constraints but without Shortcut Satisfaction1 Mar 2024
20 more
- 2024Plug-and-Play image restoration with Stochastic deNOising REgularization1 Feb 2024
- 2024Weakly Convex Regularisers for Inverse Problems: Convergence of Critical Points and Primal-Dual Optimisation1 Feb 2024
- 2023Damped Proximal Augmented Lagrangian Method for weakly-Convex Problems with Convex Constraints15 Nov 2023
- 2023Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems20 Feb 2023
- 2023Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization30 Jan 2023
- 2022Statistical, Robustness, and Computational Guarantees for Sliced Wasserstein Distances17 Oct 2022
- 2022Weighted Distillation with Unlabeled Examples13 Oct 2022
- 2022Blessing of Nonconvexity in Deep Linear Models: Depth Flattens the Optimization Landscape Around the True Solution15 Jul 2022
- 2022Min-Max Bilevel Multi-objective Optimization with Applications in Machine Learning3 Mar 2022
- 2022Large-scale Optimization of Partial AUC in a Range of False Positive Rates3 Mar 2022
- 2022When AUC meets DRO: Optimizing Partial AUC for Deep Learning with Non-Convex Convergence Guarantee1 Mar 2022
- 2022ScaLA: Accelerating Adaptation of Pre-Trained Transformer-Based Language Models via Efficient Large-Batch Adversarial Noise29 Jan 2022
- 2021Amortized Implicit Differentiation for Stochastic Bilevel Optimization29 Nov 2021
- 2021Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domain8 Oct 2021
- 2021Outlier-Robust Sparse Estimation via Non-Convex Optimization23 Sep 2021
- 2021Global Convergence of Multi-Agent Policy Gradient in Markov Potential Games3 Jun 2021
- 2021Minimax Optimization with Smooth Algorithmic Adversaries2 Jun 2021
- 2021Proximal and Federated Random Reshuffling12 Feb 2021
- 2021A Single-Timescale Method for Stochastic Bilevel Optimization9 Feb 2021
- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learning11 Jan 2021
- 2026Oracle-Robust Online Alignment for Large Language Modelscited by 1
- 2026Oracle-Robust Online Alignment for Large Language Models24 Feb 2026
- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learningcited by 101
- 2021Global Convergence of Multi-Agent Policy Gradient in Markov Potential Gamescited by 93
- 2021A Single-Timescale Method for Stochastic Bilevel Optimizationcited by 69
- 2021Amortized Implicit Differentiation for Stochastic Bilevel Optimizationcited by 63
- 2022Statistical, Robustness, and Computational Guarantees for Sliced Wasserstein Distancescited by 41
- 2021Proximal and Federated Random Reshufflingcited by 33
- 2022When AUC meets DRO: Optimizing Partial AUC for Deep Learning with Non-Convex Convergence Guaranteecited by 29
- 2023Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problemscited by 21
- 2024Plug-and-Play image restoration with Stochastic deNOising REgularizationcited by 17
- 2025Can SGD Handle Heavy-Tailed Noise?cited by 17
- 2022Large-scale Optimization of Partial AUC in a Range of False Positive Ratescited by 15
- 2021Outlier-Robust Sparse Estimation via Non-Convex Optimizationcited by 14
12 most cited of 27 All 27 (JSON)
- 2026Risk-Conditioned Fine-Tuning of Large Language Models8 Sep 2026
- 2026The Role of Gradient Modification in Heavy-Tailed Nonconvex Stochastic Min-Max Optimization5 Sep 2026
- 2025Can SGD Handle Heavy-Tailed Noise?6 Aug 2025
- 2025Stochastic Weakly Convex Optimization Under Heavy-Tailed Noises17 Jul 2025
- 2025Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximization28 May 2025
- 2024Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization27 Jun 2024
- 2024Learning with Logical Constraints but without Shortcut Satisfaction1 Mar 2024
- 2024Plug-and-Play image restoration with Stochastic deNOising REgularization1 Feb 2024
- 2024Weakly Convex Regularisers for Inverse Problems: Convergence of Critical Points and Primal-Dual Optimisation1 Feb 2024
- 2023Damped Proximal Augmented Lagrangian Method for weakly-Convex Problems with Convex Constraints15 Nov 2023
- 2023Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems20 Feb 2023
- 2023Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization30 Jan 2023
12 newest of 27 All 27 (JSON)