# META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions

arXiv: https://arxiv.org/abs/2209.14853 · HTML: https://mlsanity.com/paper/2209.14853/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 15 of its 22 references that are in the map.
- First posted on arXiv 29 Sep 2022.

## Builds on (most cited first, 15 of 15)

- [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)
- [DistilBERT, a distilled version of BERT: smaller, faster, cheaper and lighter](https://mlsanity.com/paper/1910.01108/) (2019)
- [Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming](https://mlsanity.com/paper/1309.5549/) (2013)
- [Lower Bounds for Non-Convex Stochastic Optimization](https://mlsanity.com/paper/1912.02365/) (2019)
- [Momentum-Based Variance Reduction in Non-Convex SGD](https://mlsanity.com/paper/1905.10018/) (2019)
- [SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator](https://mlsanity.com/paper/1807.01695/) (2018)
- [AdaGrad stepsizes: Sharp convergence over nonconvex landscapes](https://mlsanity.com/paper/1806.01811/) (2018)
- [Stochastic Variance Reduction for Nonconvex Optimization](https://mlsanity.com/paper/1603.06160/) (2016)
- [PAGE: A Simple and Optimal Probabilistic Gradient Estimator for Nonconvex Optimization](https://mlsanity.com/paper/2008.10898/) (2020)
- [Variance Reduction for Faster Non-Convex Optimization](https://mlsanity.com/paper/1603.05643/) (2016)
- [Non-convex Finite-Sum Optimization Via SCSG Methods](https://mlsanity.com/paper/1706.09156/) (2017)
- [SUPER-ADAM: Faster and Universal Framework of Adaptive Gradients](https://mlsanity.com/paper/2106.08208/) (2021)
- [High Probability Bounds for a Class of Nonconvex Algorithms with AdaGrad Stepsize](https://mlsanity.com/paper/2204.02833/) (2022)
- [Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization](https://mlsanity.com/paper/1905.05920/) (2019)

## Built on by (most cited first, 5 of 5)

- [Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversion](https://mlsanity.com/paper/2302.03775/) (2023)
- [Extra-Newton: A First Approach to Noise-Adaptive Accelerated Second-Order Methods](https://mlsanity.com/paper/2211.01832/) (2022)
- [Adaptive Variance Reduction for Stochastic Optimization under Weaker Assumptions](https://mlsanity.com/paper/2406.01959/) (2024)
- [OptMuon: Closed-Loop Orthogonalized Momentum Methods for Stochastic Optimization with Zero-Noise Optimality](https://mlsanity.com/paper/2606.08783/) (2026)
- [OptEMA: Adaptive Exponential Moving Average for Stochastic Optimization with Zero-Noise Optimality](https://mlsanity.com/paper/2603.09923/) (2026)

## Abstract (arXiv)

We study the application of variance reduction (VR) techniques to general non-convex stochastic optimization problems. In this setting, the recent work STORM [Cutkosky-Orabona '19] overcomes the drawback of having to compute gradients of "mega-batches" that earlier VR methods rely on. There, STORM utilizes recursive momentum to achieve the VR effect and is then later made fully adaptive in STORM+ [Levy et al., '21], where full-adaptivity removes the requirement for obtaining certain problem-specific parameters such as the smoothness of the objective and bounds on the variance and norm of the stochastic gradients in order to set the step size. However, STORM+ crucially relies on the assumption that the function values are bounded, excluding a large class of useful functions. In this work, we propose META-STORM, a generalized framework of STORM+ that removes this bounded function values assumption while still attaining the optimal convergence rate for non-convex optimization. META-STORM not only maintains full-adaptivity, removing the need to obtain problem specific parameters, but also improves the convergence rate's dependency on the problem parameters. Furthermore, META-STORM can utilize a large range of parameter settings that subsumes previous methods allowing for more flexibility in a wider range of settings. Finally, we demonstrate the effectiveness of META-STORM through experiments across common deep learning tasks. Our algorithm improves upon the previous work STORM+ and is competitive with widely used algorithms after the addition of per-coordinate update and exponential moving average heuristics.