# Armijo Line-search Can Make (Stochastic) Gradient Descent Provably Faster

arXiv: https://arxiv.org/abs/2503.00229 · HTML: https://mlsanity.com/paper/2503.00229/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 35 of its 54 references that are in the map.
- First posted on arXiv 28 Feb 2025.

## Builds on (most cited first, 30 of 35)

- [Understanding deep learning requires rethinking generalization](https://mlsanity.com/paper/1611.03530/) (2016)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Lojasiewicz Condition](https://mlsanity.com/paper/1608.04636/) (2016)
- [Why gradient clipping accelerates training: A theoretical justification for adaptivity](https://mlsanity.com/paper/1905.11881/) (2019)
- [On the Global Convergence Rates of Softmax Policy Gradient Methods](https://mlsanity.com/paper/2005.06392/) (2020)
- [SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient](https://mlsanity.com/paper/1703.00102/) (2017)
- [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)
- [Fast and Faster Convergence of SGD for Over-Parameterized Models and an Accelerated Perceptron](https://mlsanity.com/paper/1810.07288/) (2018)
- [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)
- [On the Convergence Rates of Policy Gradient Methods](https://mlsanity.com/paper/2201.07443/) (2022)
- [Does data interpolation contradict statistical optimality?](https://mlsanity.com/paper/1806.09471/) (2018)
- [Improved Analysis of Clipping Algorithms for Non-convex Optimization](https://mlsanity.com/paper/2010.02519/) (2020)
- [Revisiting Gradient Clipping: Stochastic bias and tight convergence guarantees](https://mlsanity.com/paper/2305.01588/) (2023)
- [Beyond Convexity: Stochastic Quasi-Convex Optimization](https://mlsanity.com/paper/1507.02030/) (2015)
- [Fast Convergence of Stochastic Gradient Descent under a Strong Growth Condition](https://mlsanity.com/paper/1308.6370/) (2013)
- [Leveraging Non-uniformity in First-order Non-convex Optimization](https://mlsanity.com/paper/2105.06072/) (2021)
- [Convex and Non-convex Optimization Under Generalized Smoothness](https://mlsanity.com/paper/2306.01264/) (2023)
- [Generalized-Smooth Nonconvex Optimization is As Efficient As Smooth Nonconvex Optimization](https://mlsanity.com/paper/2303.02854/) (2023)
- [Large Stepsize Gradient Descent for Logistic Loss: Non-Monotonicity of the Loss Improves Optimization Efficiency](https://mlsanity.com/paper/2402.15926/) (2024)
- [Parameter-Agnostic Optimization under Relaxed Smoothness](https://mlsanity.com/paper/2311.03252/) (2023)
- [Methods for Convex (L0,L1)-Smooth Optimization: Clipping, Acceleration, and Adaptivity](https://mlsanity.com/paper/2409.14989/) (2024)
- [Optimizing (L0, L1)-Smooth Functions by Gradient Methods](https://mlsanity.com/paper/2410.10800/) (2024)
- [Elementary Analysis of Policy Gradient Methods](https://mlsanity.com/paper/2404.03372/) (2024)
- [Directional Smoothness and Gradient Methods: Convergence and Adaptivity](https://mlsanity.com/paper/2403.04081/) (2024)
- [Don't be so Monotone: Relaxing Stochastic Line Search in Over-Parameterized Models](https://mlsanity.com/paper/2306.12747/) (2023)
- [Convergence of Alternating Gradient Descent for Matrix Factorization](https://mlsanity.com/paper/2305.06927/) (2023)
- [Accelerating Rescaled Gradient Descent: Fast Optimization of Smooth Functions](https://mlsanity.com/paper/1902.08825/) (2019)
- [Gradient Descent Converges Linearly for Logistic Regression on Separable Data](https://mlsanity.com/paper/2306.14381/) (2023)

## Built on by (most cited first, 3 of 3)

- [Breaking the Stochasticity Barrier: An Adaptive Variance-Reduced Method for Variational Inequalities](https://mlsanity.com/paper/2601.23034/) (2026)
- [Exponential Convergence of (Stochastic) Gradient Descent for Separable Logistic Regression](https://mlsanity.com/paper/2602.18946/) (2026)
- [Stochastic Auto-conditioned Fast Gradient Methods with Optimal Rates](https://mlsanity.com/paper/2604.06525/) (2026)

## Abstract (arXiv)

Armijo line-search (Armijo-LS) is a standard method to set the step-size for gradient descent (GD). For smooth functions, Armijo-LS alleviates the need to know the global smoothness constant L and adapts to the ``local'' smoothness, enabling GD to converge faster. Existing theoretical analyses show that GD with Armijo-LS (GD-LS) can result in constant factor improvements over GD with a 1/L step-size (denoted as GD(1/L)). We strengthen these results and show that if the objective function satisfies a certain non-uniform smoothness condition, GD-LS can result in a faster convergence rate than GD(1/L). In particular, we prove that for convex objectives corresponding to logistic regression and multi-class classification, GD-LS can converge to the optimum at a linear rate, and hence improves over the sublinear convergence of GD(1/L). Furthermore, for non-convex objectives satisfying gradient domination (e.g., those corresponding to the softmax policy gradient in RL or generalized linear models with a logistic link function), GD-LS can match the fast convergence of algorithms tailored for these specific settings. Finally, we analyze the convergence of stochastic GD with a stochastic line-search on convex losses under the interpolation assumption.
