# Stochastic subgradient method converges on tame functions

arXiv: https://arxiv.org/abs/1804.07795 · HTML: https://mlsanity.com/paper/1804.07795/

## Key facts

- Cited by 124 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Apr 2018.

## Built on by (most cited first, 30 of 124)

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- [Active manifolds, stratifications, and convergence to local minima in nonsmooth optimization](https://mlsanity.com/paper/2108.11832/) (2021)
- [Directional Convergence Near Small Initializations and Saddles in Two-Homogeneous Neural Networks](https://mlsanity.com/paper/2402.09226/) (2024)
- [The Implicit Bias of Adam and Muon on Smooth Homogeneous Neural Networks](https://mlsanity.com/paper/2602.16340/) (2026)
- [Adversarial Reprogramming Revisited](https://mlsanity.com/paper/2206.03466/) (2022)
- [Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learning](https://mlsanity.com/paper/2302.11147/) (2023)
- [Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions](https://mlsanity.com/paper/2108.02072/) (2021)
- [Convergence of First-Order Methods for Constrained Nonconvex Optimization with Dependent Data](https://mlsanity.com/paper/2203.15797/) (2022)
- [Importance Tempering: Group Robustness for Overparameterized Models](https://mlsanity.com/paper/2209.08745/) (2022)

## Abstract (arXiv)

This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz function, produces limit points that are all first-order stationary. More generally, our result applies to any function with a Whitney stratifiable graph. In particular, this work endows the stochastic subgradient method, and its proximal extension, with rigorous convergence guarantees for a wide class of problems arising in data science---including all popular deep learning architectures.
