# SGEM: stochastic gradient with energy and momentum

arXiv: https://arxiv.org/abs/2208.02208 · HTML: https://mlsanity.com/paper/2208.02208/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 25 of its 43 references that are in the map.
- First posted on arXiv 3 Aug 2022.

## Builds on (most cited first, 25 of 25)

- [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)
- [Very Deep Convolutional Networks for Large-Scale Image Recognition](https://mlsanity.com/paper/1409.1556/) (2014)
- [ImageNet Large Scale Visual Recognition Challenge](https://mlsanity.com/paper/1409.0575/) (2014)
- [Densely Connected Convolutional Networks](https://mlsanity.com/paper/1608.06993/) (2016)
- [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)
- [Introduction to Online Convex Optimization](https://mlsanity.com/paper/1909.05207/) (2019)
- [On the Variance of the Adaptive Learning Rate and Beyond](https://mlsanity.com/paper/1908.03265/) (2019)
- [Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Lojasiewicz Condition](https://mlsanity.com/paper/1608.04636/) (2016)
- [SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives](https://mlsanity.com/paper/1407.0202/) (2014)
- [AdaBelief Optimizer: Adapting Stepsizes by the Belief in Observed Gradients](https://mlsanity.com/paper/2010.07468/) (2020)
- [The Marginal Value of Adaptive Gradient Methods in Machine Learning](https://mlsanity.com/paper/1705.08292/) (2017)
- [Adaptive Gradient Methods with Dynamic Bound of Learning Rate](https://mlsanity.com/paper/1902.09843/) (2019)
- [On the Linear Speedup Analysis of Communication Efficient Momentum SGD for Distributed Non-Convex Optimization](https://mlsanity.com/paper/1905.03817/) (2019)
- [On the Convergence of A Class of Adam-Type Algorithms for Non-Convex Optimization](https://mlsanity.com/paper/1808.02941/) (2018)
- [On the Convergence of Stochastic Gradient Descent with Adaptive Stepsizes](https://mlsanity.com/paper/1805.08114/) (2018)
- [Katyusha: The First Direct Acceleration of Stochastic Gradient Methods](https://mlsanity.com/paper/1603.05953/) (2016)
- [A Sufficient Condition for Convergences of Adam and RMSProp](https://mlsanity.com/paper/1811.09358/) (2018)
- [An Improved Analysis of Stochastic Gradient Descent with Momentum](https://mlsanity.com/paper/2007.07989/) (2020)
- [Accelerated Gradient Descent Escapes Saddle Points Faster than Gradient Descent](https://mlsanity.com/paper/1711.10456/) (2017)
- [Non-convex Finite-Sum Optimization Via SCSG Methods](https://mlsanity.com/paper/1706.09156/) (2017)
- [A Unified Analysis of Stochastic Momentum Methods for Deep Learning](https://mlsanity.com/paper/1808.10396/) (2018)
- [AEGD: Adaptive Gradient Descent with Energy](https://mlsanity.com/paper/2010.05109/) (2020)
- [Dynamic behavior for a gradient algorithm with energy and momentum](https://mlsanity.com/paper/2203.12199/) (2022)

## Abstract (arXiv)

In this paper, we propose SGEM, Stochastic Gradient with Energy and Momentum, to solve a large class of general non-convex stochastic optimization problems, based on the AEGD method that originated in the work [AEGD: Adaptive Gradient Descent with Energy. arXiv: 2010.05109]. SGEM incorporates both energy and momentum at the same time so as to inherit their dual advantages. We show that SGEM features an unconditional energy stability property, and derive energy-dependent convergence rates in the general nonconvex stochastic setting, as well as a regret bound in the online convex setting. A lower threshold for the energy variable is also provided. Our experimental results show that SGEM converges faster than AEGD and generalizes better or at least as well as SGDM in training some deep neural networks.
