# PAGE: A Simple and Optimal Probabilistic Gradient Estimator for Nonconvex Optimization

arXiv: https://arxiv.org/abs/2008.10898 · HTML: https://mlsanity.com/paper/2008.10898/

## Key facts

- Cited by 119 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 Aug 2020.

## Built on by (most cited first, 30 of 119)

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- [Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise](https://mlsanity.com/paper/2506.04192/) (2025)
- [SoteriaFL: A Unified Framework for Private Federated Learning with Communication Compression](https://mlsanity.com/paper/2206.09888/) (2022)
- [Momentum Provably Improves Error Feedback!](https://mlsanity.com/paper/2305.15155/) (2023)
- [A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergence](https://mlsanity.com/paper/2301.13139/) (2023)
- [ZeroSARAH: Efficient Nonconvex Finite-Sum Optimization with Zero Full Gradient Computation](https://mlsanity.com/paper/2103.01447/) (2021)
- [3PC: Three Point Compressors for Communication-Efficient Distributed Training and a Better Theory for Lazy Aggregation](https://mlsanity.com/paper/2202.00998/) (2022)
- [Finite-Sum Coupled Compositional Stochastic Optimization: Theory and Applications](https://mlsanity.com/paper/2202.12396/) (2022)
- [Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noise](https://mlsanity.com/paper/2302.06763/) (2023)
- [CANITA: Faster Rates for Distributed Convex Optimization with Communication Compression](https://mlsanity.com/paper/2107.09461/) (2021)
- [Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reduction](https://mlsanity.com/paper/2308.06058/) (2023)
- [Can 5th Generation Local Training Methods Support Client Sampling? Yes!](https://mlsanity.com/paper/2212.14370/) (2022)
- [Variance-reduced Clipping for Non-convex Optimization](https://mlsanity.com/paper/2303.00883/) (2023)
- [FedPAGE: A Fast Local Stochastic Gradient Method for Communication-Efficient Federated Learning](https://mlsanity.com/paper/2108.04755/) (2021)
- [Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusions](https://mlsanity.com/paper/2203.09436/) (2022)
- [Revisiting Gradient Normalization and Clipping for Nonconvex SGD under Heavy-Tailed Noise: Necessity, Sufficiency, and Acceleration](https://mlsanity.com/paper/2410.16561/) (2024)
- [PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation](https://mlsanity.com/paper/2202.00308/) (2022)
- [Faster Gradient-Free Algorithms for Nonsmooth Nonconvex Stochastic Optimization](https://mlsanity.com/paper/2301.06428/) (2023)
- [DESTRESS: Computation-Optimal and Communication-Efficient Decentralized Nonconvex Finite-Sum Optimization](https://mlsanity.com/paper/2110.01165/) (2021)
- [DASHA: Distributed Nonconvex Optimization with Communication Compression, Optimal Oracle Complexity, and No Client Synchronization](https://mlsanity.com/paper/2202.01268/) (2022)
- [Multi-block-Single-probe Variance Reduced Estimator for Coupled Compositional Optimization](https://mlsanity.com/paper/2207.08540/) (2022)
- [Adaptive Compression for Communication-Efficient Distributed Training](https://mlsanity.com/paper/2211.00188/) (2022)
- [Adaptive Stochastic Variance Reduction for Non-convex Finite-Sum Minimization](https://mlsanity.com/paper/2211.01851/) (2022)
- [EControl: Fast Distributed Optimization with Compression and Error Control](https://mlsanity.com/paper/2311.05645/) (2023)

## Abstract (arXiv)

In this paper, we propose a novel stochastic gradient estimator -- ProbAbilistic Gradient Estimator (PAGE) -- for nonconvex optimization. PAGE is easy to implement as it is designed via a small adjustment to vanilla SGD: in each iteration, PAGE uses the vanilla minibatch SGD update with probability pt or reuses the previous gradient with a small adjustment, at a much lower computational cost, with probability 1-pt. We give a simple formula for the optimal choice of pt. Moreover, we prove the first tight lower bound Omega(n+frac√nε2) for nonconvex finite-sum problems, which also leads to a tight lower bound Omega(b+frac√bε2) for nonconvex online problems, where b:= minfracσ2ε2, n. Then, we show that PAGE obtains the optimal convergence results O(n+frac√nε2) (finite-sum) and O(b+frac√bε2) (online) matching our lower bounds for both nonconvex finite-sum and online problems. Besides, we also show that for nonconvex functions satisfying the Polyak-Lojasiewicz (PL) condition, PAGE can automatically switch to a faster linear convergence rate O(·log frac1ε). Finally, we conduct several deep learning experiments (e.g., LeNet, VGG, ResNet) on real datasets in PyTorch showing that PAGE not only converges much faster than SGD in training but also achieves the higher test accuracy, validating the optimal theoretical results and confirming the practical superiority of PAGE.
