An Improved Analysis of Stochastic Gradient Descent with Momentum
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Abstract (arXiv)
SGD with momentum (SGDM) has been widely applied in many machine learning tasks, and it is often applied with dynamic stepsizes and momentum weights tuned in a stagewise manner. Despite of its empirical advantage over SGD, the role of momentum is still unclear in general since previous analyses on SGDM either provide worse convergence bounds than those of SGD, or assume Lipschitz or quadratic objectives, which fail to hold in practice. Furthermore, the role of dynamic parameters has not been addressed. In this work, we show that SGDM converges as fast as SGD for smooth objectives under both strongly convex and nonconvex settings. We also establish textitthe first convergence guarantee for the multistage setting, and show that the multistage strategy is beneficial for SGDM compared to using fixed parameters. Finally, we verify these theoretical claims by numerical experiments.
Key facts. Cited by 117 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Jul 2020.
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Citing papers per year: 2021: 9; 2022: 12; 2023: 20; 2024: 31; 2025: 30; 2026: 15.
117 papers.
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- 2021A Novel Convergence Analysis for Algorithms of the Adam Familycited by 50
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- 2023Closing the Gap Between the Upper Bound and the Lower Bound of Adam's Iteration Complexitycited by 38
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- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Datacited by 33
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- 2022Provable Adaptivity of Adam under Non-uniform Smoothnesscited by 30
- 2021Does Momentum Change the Implicit Regularization on Separable Data?cited by 21
38 more
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- 2024Convergence Guarantees for RMSProp and Adam in Generalized-smooth Non-convex Optimization with Affine Noise Variancecited by 14
- 2021Unified Convergence Analysis for Adaptive Optimization with Moving Average Estimatorcited by 13
- 2024Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performancecited by 13
- 2022On the fast convergence of minibatch heavy ball momentumcited by 11
- 2022Provable Acceleration of Heavy Ball beyond Quadratics for a Class of Polyak-Lojasiewicz Functions when the Non-Convexity is Averaged-Outcited by 11
- 2025Refining Adaptive Zeroth-Order Optimization at Easecited by 11
- 2021Minibatch and Momentum Model-based Methods for Stochastic Weakly Convex Optimizationcited by 10
- 2021On the Last Iterate Convergence of Momentum Methodscited by 9
- 2021On the Hyperparameters in Stochastic Gradient Descent with Momentumcited by 9
- 2023Accelerated Convergence of Stochastic Heavy Ball Method under Anisotropic Gradient Noisecited by 9
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- 2024Leveraging Continuous Time to Understand Momentum When Training Diagonal Linear Networkscited by 9
- 2024A Comprehensive Framework for Analyzing the Convergence of Adam: Bridging the Gap with SGDcited by 9
- 2024On the Performance Analysis of Momentum Method: A Frequency Domain Perspectivecited by 8
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- 2023Deep Unrolling Networks with Recurrent Momentum Acceleration for Nonlinear Inverse Problemscited by 3
- 2023Communication-Efficient Heterogeneous Federated Learning with Generalized Heavy-Ball Momentumcited by 3
- 2024On the Convergence of FedProx with Extrapolation and Inexact Proxcited by 3
50 most cited of 117 All 117 (JSON)
- 2026On the Principles Behind Neural Network Optimizers17 Aug 2026
- 2026Vanilla SGD with Momentum Survives Heavy-Tailed Noise: Convergence Analysis without Gradient Clipping or Normalization9 Jul 2026
- 2026Optimal scenario design for climate emulation17 Jun 2026
- 2026Quantum Annealing Enhanced Reinforcement Learning for Accurate Remaining Useful Lifetime Prediction16 Jun 2026
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise30 May 2026
- 2026MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization28 May 2026
- 2026Gradient Clipping Beyond Vector Norms: A Spectral Approach for Matrix-Valued Parameters12 May 2026
- 2026Momentum Further Constrains Sharpness at the Edge of Stochastic Stability15 Apr 2026
- 2026Shuffling the Stochastic Mirror Descent via Dual Lipschitz Continuity and Kernel Conditioning17 Mar 2026
- 2026Deriving Hyperparameter Scaling Laws via Modern Optimization Theory16 Mar 2026
- 2026Using Laplace Transform To Optimize the Hallucination of Generation Models5 Mar 2026
- 2026POP: Prior-Fitted First-Order Optimization Policies17 Feb 2026
38 more
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- 2025OLR-WAA: Adaptive and Drift-Resilient Online Regression with Dynamic Weighted Averaging14 Dec 2025
- 2025Safeguarded Stochastic Polyak Step Sizes for Non-smooth Optimization: Robust Performance Without Small (Sub)Gradients2 Dec 2025
- 2025On the Limits of Momentum in Decentralized and Federated Optimization25 Nov 2025
- 2025Improved Convergence in Parameter-Agnostic Error Feedback through Momentum18 Nov 2025
- 2025SMoFi: Step-wise Momentum Fusion for Split Federated Learning on Heterogeneous Data13 Nov 2025
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- 2025MT-DAO: Multi-Timescale Distributed Adaptive Optimizers with Local Updates6 Oct 2025
- 2025Adaptive Memory Momentum via a Model-Based Framework for Deep Learning Optimization6 Oct 2025
- 2025Convergence Analysis of the Lion Optimizer in Centralized and Distributed Settings17 Aug 2025
- 2025Analysis of Schedule-Free Nonconvex Optimization8 Aug 2025
- 2025Accelerating SGDM via Learning Rate and Batch Size Schedules: A Lyapunov-Based Analysis5 Aug 2025
- 2025Federated Calculation of the Free-Support Transportation Barycenter by Single-Loop Dual Decomposition25 Jul 2025
- 2025MUR: Momentum Uncertainty guided Reasoning for Large Language Models20 Jul 2025
- 2025Sharp High-Probability Rates for Nonlinear SGD under Heavy-Tailed Noise via Symmetrization12 Jul 2025
- 2025Simple Convergence Proof of Adam From a Sign-like Descent Perspective8 Jul 2025
- 2025Both Asymptotic and Non-Asymptotic Convergence of Quasi-Hyperbolic Momentum using Increasing Batch Size30 Jun 2025
- 2025Memory-Efficient LLM Pretraining via Minimalist Optimizer Design20 Jun 2025
- 2025FedOne: Query-Efficient Federated Learning for Black-box Discrete Prompt Learning17 Jun 2025
- 2025Scaling Textual Gradients via Sampling-Based Momentum31 May 2025
- 2025DES-LOC: Desynced Low Communication Adaptive Optimizers for Training Foundation Models28 May 2025
- 2025HOME-3: High-Order Momentum Estimator with Third-Power Gradient for Convex and Smooth Nonconvex Optimization16 May 2025
- 2025Some Optimizers are More Equal: Understanding the Role of Optimizers in Group Fairness21 Apr 2025
- 2025First and Second Order Approximations to Stochastic Gradient Descent Methods with Momentum Terms18 Apr 2025
- 2025Decentralized Nonconvex Composite Federated Learning with Gradient Tracking and Momentum17 Apr 2025
- 2025Hessian of Perplexity for Large Language Models by PyTorch autograd (Open Source)6 Apr 2025
- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Data7 Feb 2025
- 2025The Ball-Proximal (="Broximal") Point Method: a New Algorithm, Convergence Theory, and Applications4 Feb 2025
- 2025Refining Adaptive Zeroth-Order Optimization at Ease3 Feb 2025
- 2025A Bias-Correction Decentralized Stochastic Gradient Algorithm with Momentum Acceleration31 Jan 2025
- 2025Increasing Batch Size Improves Convergence of Stochastic Gradient Descent with Momentum15 Jan 2025
- 2024Torque-Aware Momentum25 Dec 2024
- 2024Age Optimal Sampling for Unreliable Channels under Unknown Channel Statistics24 Dec 2024
- 2024Offline Stochastic Optimization of Black-Box Objective Functions3 Dec 2024
- 2024On the Performance Analysis of Momentum Method: A Frequency Domain Perspective29 Nov 2024
- 2024FRUGAL: Memory-Efficient Optimization by Reducing State Overhead for Scalable Training12 Nov 2024
50 newest of 117 All 117 (JSON)
- 2022Adam Can Converge Without Any Modification On Update Rulescited by 112
- 2023Stochastic Controlled Averaging for Federated Learning with Communication Compressioncited by 100
- 2021A Novel Convergence Analysis for Algorithms of the Adam Familycited by 50
- 2021DecentLaM: Decentralized Momentum SGD for Large-batch Deep Trainingcited by 40
- 2022High Probability Bounds for a Class of Nonconvex Algorithms with AdaGrad Stepsizecited by 40
- 2022Towards understanding how momentum improves generalization in deep learningcited by 40
- 2023Closing the Gap Between the Upper Bound and the Lower Bound of Adam's Iteration Complexitycited by 38
- 2023Momentum Benefits Non-IID Federated Learning Simply and Provablycited by 37
- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Datacited by 33
- 2023Momentum Provably Improves Error Feedback!cited by 31
- 2022Provable Adaptivity of Adam under Non-uniform Smoothnesscited by 30
- 2021Does Momentum Change the Implicit Regularization on Separable Data?cited by 21
12 most cited of 116 All 116 (JSON)
- 2026On the Principles Behind Neural Network Optimizers17 Aug 2026
- 2026Vanilla SGD with Momentum Survives Heavy-Tailed Noise: Convergence Analysis without Gradient Clipping or Normalization9 Jul 2026
- 2026Optimal scenario design for climate emulation17 Jun 2026
- 2026Quantum Annealing Enhanced Reinforcement Learning for Accurate Remaining Useful Lifetime Prediction16 Jun 2026
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise30 May 2026
- 2026MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization28 May 2026
- 2026Gradient Clipping Beyond Vector Norms: A Spectral Approach for Matrix-Valued Parameters12 May 2026
- 2026Momentum Further Constrains Sharpness at the Edge of Stochastic Stability15 Apr 2026
- 2026Shuffling the Stochastic Mirror Descent via Dual Lipschitz Continuity and Kernel Conditioning17 Mar 2026
- 2026Deriving Hyperparameter Scaling Laws via Modern Optimization Theory16 Mar 2026
- 2026Using Laplace Transform To Optimize the Hallucination of Generation Models5 Mar 2026
- 2026POP: Prior-Fitted First-Order Optimization Policies17 Feb 2026
12 newest of 116 All 116 (JSON)