# Accelerated Almost-Sure Convergence Rates for Nonconvex Stochastic Gradient Descent using Stochastic Learning Rates

arXiv: https://arxiv.org/abs/2110.12634 · HTML: https://mlsanity.com/paper/2110.12634/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 8 of its 23 references that are in the map.
- First posted on arXiv 25 Oct 2021.

## Builds on (most cited first, 8 of 8)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [On the Convergence of Adam and Beyond](https://mlsanity.com/paper/1904.09237/) (2019)
- [Better Theory for SGD in the Nonconvex World](https://mlsanity.com/paper/2002.03329/) (2020)
- [Stochastic Polyak Step-size for SGD: An Adaptive Learning Rate for Fast Convergence](https://mlsanity.com/paper/2002.10542/) (2020)
- [SGD and Hogwild! Convergence Without the Bounded Gradients Assumption](https://mlsanity.com/paper/1802.03801/) (2018)
- [On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems](https://mlsanity.com/paper/2006.11144/) (2020)
- [Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods](https://mlsanity.com/paper/1712.09677/) (2017)

## Abstract (arXiv)

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies almost-sure convergence rates of the Stochastic Gradient Descent method when instead of deterministic, its learning rate becomes stochastic. In particular, its learning rate is equipped with a multiplicative stochasticity, producing a stochastic learning rate scheme. Theoretical results show accelerated almost-sure convergence rates of Stochastic Gradient Descent in a nonconvex setting when using an appropriate stochastic learning rate, compared to a deterministic-learning-rate scheme. The theoretical results are verified empirically.