Linear Convergence of Adaptive Stochastic Gradient Descent
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Abstract (arXiv)
We prove that the norm version of the adaptive stochastic gradient method (AdaGrad-Norm) achieves a linear convergence rate for a subset of either strongly convex functions or non-convex functions that satisfy the Polyak Lojasiewicz (PL) inequality. The paper introduces the notion of Restricted Uniform Inequality of Gradients (RUIG)---which is a measure of the balanced-ness of the stochastic gradient norms---to depict the landscape of a function. RUIG plays a key role in proving the robustness of AdaGrad-Norm to its hyper-parameter tuning in the stochastic setting. On top of RUIG, we develop a two-stage framework to prove the linear convergence of AdaGrad-Norm without knowing the parameters of the objective functions. This framework can likely be extended to other adaptive stepsize algorithms. The numerical experiments validate the theory and suggest future directions for improvement.
Key facts. Cited by 29 papers in the map (data through 7 Oct 2026). First posted on arXiv 28 Aug 2019.
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Citing papers per year: 2021: 9; 2022: 7; 2023: 3; 2024: 3; 2025: 4; 2026: 3.
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- 2021Gradient Descent on Neural Networks Typically Occurs at the Edge of Stabilitycited by 413
- 2022Adaptive Gradient Methods at the Edge of Stabilitycited by 88
- 2025ASGO: Adaptive Structured Gradient Optimizationcited by 55
- 2021Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysiscited by 38
- 2025On the Convergence of Muon and Beyondcited by 28
- 2021Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapescited by 27
- 2023Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reductioncited by 23
- 2022Optimal Algorithms for Stochastic Multi-Level Compositional Optimizationcited by 17
- 2022Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimizationcited by 16
- 2022On the Convergence of AdaGrad(Norm) on Rd: Beyond Convexity, Non-Asymptotic Rate and Accelerationcited by 13
- 2023Convergence of Adam for Non-convex Objectives: Relaxed Hyperparameters and Non-ergodic Casecited by 13
- 2021Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterizationcited by 10
17 more
- 2025Adaptive Preconditioners Trigger Loss Spikes in Adamcited by 10
- 2023Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimizationcited by 8
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGradcited by 8
- 2022TiAda: A Time-scale Adaptive Algorithm for Nonconvex Minimax Optimizationcited by 7
- 2021On Faster Convergence of Scaled Sign Gradient Descentcited by 6
- 2022Improved Policy Optimization for Online Imitation Learningcited by 6
- 2022Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completioncited by 6
- 2021AdaLoss: A computationally-efficient and provably convergent adaptive gradient methodcited by 3
- 2024The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithmscited by 3
- 2026Towards Understanding Adam Convergence on Highly Degenerate Polynomialscited by 3
- 2026Adaptivity via a Parallel Architecture for Stochastic Gradient Methodscited by 1
- 2021Painless step size adaptation for SGDcited by 0
- 2021Neurons learn slower than they thinkcited by 0
- 2021Local Quadratic Convergence of Stochastic Gradient Descent with Adaptive Step Sizecited by 0
- 2024Beyond adaptive gradient: Fast-Controlled Minibatch Algorithm for large-scale optimizationcited by 0
- 2025A regret minimization approach to fixed-point iterationscited by 0
- 2026Arithmetic Simplicity in Stochastic Gradient Methodscited by 0
- 2026Arithmetic Simplicity in Stochastic Gradient Methods26 Sep 2026
- 2026Adaptivity via a Parallel Architecture for Stochastic Gradient Methods31 Jul 2026
- 2026Towards Understanding Adam Convergence on Highly Degenerate Polynomials10 Mar 2026
- 2025A regret minimization approach to fixed-point iterations25 Sep 2025
- 2025On the Convergence of Muon and Beyond19 Sep 2025
- 2025Adaptive Preconditioners Trigger Loss Spikes in Adam5 Jun 2025
- 2025ASGO: Adaptive Structured Gradient Optimization26 Mar 2025
- 2024Beyond adaptive gradient: Fast-Controlled Minibatch Algorithm for large-scale optimization24 Nov 2024
- 2024The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms30 May 2024
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad5 Mar 2024
- 2023Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reduction11 Aug 2023
- 2023Convergence of Adam for Non-convex Objectives: Relaxed Hyperparameters and Non-ergodic Case20 Jul 2023
17 more
- 2023Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimization31 May 2023
- 2022TiAda: A Time-scale Adaptive Algorithm for Nonconvex Minimax Optimization31 Oct 2022
- 2022On the Convergence of AdaGrad(Norm) on Rd: Beyond Convexity, Non-Asymptotic Rate and Acceleration29 Sep 2022
- 2022Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completion24 Aug 2022
- 2022Improved Policy Optimization for Online Imitation Learning29 Jul 2022
- 2022Adaptive Gradient Methods at the Edge of Stability29 Jul 2022
- 2022Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimization1 Jun 2022
- 2022Optimal Algorithms for Stochastic Multi-Level Compositional Optimization15 Feb 2022
- 2021Local Quadratic Convergence of Stochastic Gradient Descent with Adaptive Step Size30 Dec 2021
- 2021Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterization11 Nov 2021
- 2021AdaLoss: A computationally-efficient and provably convergent adaptive gradient method17 Sep 2021
- 2021On Faster Convergence of Scaled Sign Gradient Descent4 Sep 2021
- 2021Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysis4 May 2021
- 2021Neurons learn slower than they think2 Apr 2021
- 2021Gradient Descent on Neural Networks Typically Occurs at the Edge of Stability26 Feb 2021
- 2021Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes16 Feb 2021
- 2021Painless step size adaptation for SGD1 Feb 2021
- 2022Improved Policy Optimization for Online Imitation Learning29 Jul 2022
- 2021Gradient Descent on Neural Networks Typically Occurs at the Edge of Stabilitycited by 413
- 2022Adaptive Gradient Methods at the Edge of Stabilitycited by 88
- 2025ASGO: Adaptive Structured Gradient Optimizationcited by 55
- 2021Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysiscited by 38
- 2025On the Convergence of Muon and Beyondcited by 28
- 2021Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapescited by 27
- 2023Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reductioncited by 23
- 2022Optimal Algorithms for Stochastic Multi-Level Compositional Optimizationcited by 17
- 2022Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimizationcited by 16
- 2022On the Convergence of AdaGrad(Norm) on Rd: Beyond Convexity, Non-Asymptotic Rate and Accelerationcited by 13
- 2023Convergence of Adam for Non-convex Objectives: Relaxed Hyperparameters and Non-ergodic Casecited by 13
- 2021Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterizationcited by 10
12 most cited of 28 All 28 (JSON)
- 2026Arithmetic Simplicity in Stochastic Gradient Methods26 Sep 2026
- 2026Adaptivity via a Parallel Architecture for Stochastic Gradient Methods31 Jul 2026
- 2026Towards Understanding Adam Convergence on Highly Degenerate Polynomials10 Mar 2026
- 2025A regret minimization approach to fixed-point iterations25 Sep 2025
- 2025On the Convergence of Muon and Beyond19 Sep 2025
- 2025Adaptive Preconditioners Trigger Loss Spikes in Adam5 Jun 2025
- 2025ASGO: Adaptive Structured Gradient Optimization26 Mar 2025
- 2024Beyond adaptive gradient: Fast-Controlled Minibatch Algorithm for large-scale optimization24 Nov 2024
- 2024The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms30 May 2024
- 2024Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad5 Mar 2024
- 2023Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reduction11 Aug 2023
- 2023Convergence of Adam for Non-convex Objectives: Relaxed Hyperparameters and Non-ergodic Case20 Jul 2023
12 newest of 28 All 28 (JSON)