# Cutting Some Slack for SGD with Adaptive Polyak Stepsizes

arXiv: https://arxiv.org/abs/2202.12328 · HTML: https://mlsanity.com/paper/2202.12328/

## Key facts

- Cited by 18 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 37 references that are in the map.
- First posted on arXiv 24 Feb 2022.

## Builds on (most cited first, 20 of 20)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Understanding deep learning requires rethinking generalization](https://mlsanity.com/paper/1611.03530/) (2016)
- [On the Convergence of Adam and Beyond](https://mlsanity.com/paper/1904.09237/) (2019)
- [Online Learning: A Modern Introduction Using Convex Optimization](https://mlsanity.com/paper/1912.13213/) (2019)
- [SGD: General Analysis and Improved Rates](https://mlsanity.com/paper/1901.09401/) (2019)
- [Just Interpolate: Kernel "Ridgeless" Regression Can Generalize](https://mlsanity.com/paper/1808.00387/) (2018)
- [The Power of Interpolation: Understanding the Effectiveness of SGD in Modern Over-parametrized Learning](https://mlsanity.com/paper/1712.06559/) (2017)
- [Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients](https://mlsanity.com/paper/1705.07774/) (2017)
- [Stochastic Polyak Step-size for SGD: An Adaptive Learning Rate for Fast Convergence](https://mlsanity.com/paper/2002.10542/) (2020)
- [Painless Stochastic Gradient: Interpolation, Line-Search, and Convergence Rates](https://mlsanity.com/paper/1905.09997/) (2019)
- [Does data interpolation contradict statistical optimality?](https://mlsanity.com/paper/1806.09471/) (2018)
- [SGD for Structured Nonconvex Functions: Learning Rates, Minibatching and Interpolation](https://mlsanity.com/paper/2006.10311/) (2020)
- [Training Neural Networks for and by Interpolation](https://mlsanity.com/paper/1906.05661/) (2019)
- [Unified Analysis of Stochastic Gradient Methods for Composite Convex and Smooth Optimization](https://mlsanity.com/paper/2006.11573/) (2020)
- [The importance of better models in stochastic optimization](https://mlsanity.com/paper/1903.08619/) (2019)
- [Stochastic Polyak Stepsize with a Moving Target](https://mlsanity.com/paper/2106.11851/) (2021)
- [Sketched Newton-Raphson](https://mlsanity.com/paper/2006.12120/) (2020)
- [Accelerated, Optimal, and Parallel: Some Results on Model-Based Stochastic Optimization](https://mlsanity.com/paper/2101.02696/) (2021)
- [Comment on Stochastic Polyak Step-Size: Performance of ALI-G](https://mlsanity.com/paper/2105.10011/) (2021)

## Built on by (most cited first, 18 of 18)

- [Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reduction](https://mlsanity.com/paper/2308.06058/) (2023)
- [Don't be so Monotone: Relaxing Stochastic Line Search in Over-Parameterized Models](https://mlsanity.com/paper/2306.12747/) (2023)
- [SP2: A Second Order Stochastic Polyak Method](https://mlsanity.com/paper/2207.08171/) (2022)
- [Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance](https://mlsanity.com/paper/2406.04142/) (2024)
- [Function Value Learning: Adaptive Learning Rates Based on the Polyak Stepsize and Function Splitting in ERM](https://mlsanity.com/paper/2307.14528/) (2023)
- [Adaptive Learning Rates for Faster Stochastic Gradient Methods](https://mlsanity.com/paper/2208.05287/) (2022)
- [Locally Adaptive Federated Learning](https://mlsanity.com/paper/2307.06306/) (2023)
- [Stochastic Gradient Descent with Preconditioned Polyak Step-size](https://mlsanity.com/paper/2310.02093/) (2023)
- [A Model-Based Method for Minimizing CVaR and Beyond](https://mlsanity.com/paper/2305.17498/) (2023)
- [SANIA: Polyak-type Optimization Framework Leads to Scale Invariant Stochastic Algorithms](https://mlsanity.com/paper/2312.17369/) (2023)
- [Analysis of an Idealized Stochastic Polyak Method and its Application to Black-Box Model Distillation](https://mlsanity.com/paper/2504.01898/) (2025)
- [On the Interplay Between Stepsize Tuning and Progressive Sharpening](https://mlsanity.com/paper/2312.00209/) (2023)
- [Taking the Road Less Scheduled with Adaptive Polyak Steps](https://mlsanity.com/paper/2511.07767/) (2025)
- [Safeguarded Stochastic Polyak Step Sizes for Non-smooth Optimization: Robust Performance Without Small (Sub)Gradients](https://mlsanity.com/paper/2512.02342/) (2025)
- [Adaptive Sharpness-Aware Minimization with a Polyak-type Step size: A Theory-Grounded Scheduler](https://mlsanity.com/paper/2606.01827/) (2026)
- [Layer-wise Adaptive Step-Sizes for Stochastic First-Order Methods for Deep Learning](https://mlsanity.com/paper/2305.13664/) (2023)
- [Dual Gauss-Newton Directions for Deep Learning](https://mlsanity.com/paper/2308.08886/) (2023)
- [Step-Size Stability in Stochastic Optimization: A Theoretical Perspective](https://mlsanity.com/paper/2602.09842/) (2026)

## Abstract (arXiv)

Tuning the step size of stochastic gradient descent is tedious and error prone. This has motivated the development of methods that automatically adapt the step size using readily available information. In this paper, we consider the family of SPS (Stochastic gradient with a Polyak Stepsize) adaptive methods. These are methods that make use of gradient and loss value at the sampled points to adaptively adjust the step size. We first show that SPS and its recent variants can all be seen as extensions of the Passive-Aggressive methods applied to nonlinear problems. We use this insight to develop new variants of the SPS method that are better suited to nonlinear models. Our new variants are based on introducing a slack variable into the interpolation equations. This single slack variable tracks the loss function across iterations and is used in setting a stable step size. We provide extensive numerical results supporting our new methods and a convergence theory.
