# Adaptive Step Sizes for Preconditioned Stochastic Gradient Descent

arXiv: https://arxiv.org/abs/2311.16956 · HTML: https://mlsanity.com/paper/2311.16956/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 36 references that are in the map.
- First posted on arXiv 28 Nov 2023.

## Builds on (most cited first, 17 of 17)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [An overview of gradient descent optimization algorithms](https://mlsanity.com/paper/1609.04747/) (2016)
- [Optimizing Neural Networks with Kronecker-factored Approximate Curvature](https://mlsanity.com/paper/1503.05671/) (2015)
- [New insights and perspectives on the natural gradient method](https://mlsanity.com/paper/1412.1193/) (2014)
- [SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives](https://mlsanity.com/paper/1407.0202/) (2014)
- [Handbook of Convergence Theorems for (Stochastic) Gradient Methods](https://mlsanity.com/paper/2301.11235/) (2023)
- [The Power of Interpolation: Understanding the Effectiveness of SGD in Modern Over-parametrized Learning](https://mlsanity.com/paper/1712.06559/) (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)
- [Descending through a Crowded Valley - Benchmarking Deep Learning Optimizers](https://mlsanity.com/paper/2007.01547/) (2020)
- [SGD and Hogwild! Convergence Without the Bounded Gradients Assumption](https://mlsanity.com/paper/1802.03801/) (2018)
- [DeepOBS: A Deep Learning Optimizer Benchmark Suite](https://mlsanity.com/paper/1903.05499/) (2019)
- [Adaptive SGD with Polyak stepsize and Line-search: Robust Convergence and Variance Reduction](https://mlsanity.com/paper/2308.06058/) (2023)
- [A Fully Stochastic Second-Order Trust Region Method](https://mlsanity.com/paper/1911.06920/) (2019)
- [Frobenius-Type Norms and Inner Products of Matrices and Linear Maps with Applications to Neural Network Training](https://mlsanity.com/paper/2311.15419/) (2023)

## Built on by (most cited first, 1 of 1)

- [An Exponential Averaging Process with Strong Convergence Properties](https://mlsanity.com/paper/2505.10605/) (2025)

## Abstract (arXiv)

This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local variance in search directions. Our findings yield a nearly hyperparameter-free algorithm for stochastic optimization, which has provable convergence properties and exhibits truly problem adaptive behavior on classical image classification tasks. Our framework is set in a general Hilbert space and thus enables the potential inclusion of a preconditioner through the choice of the inner product.