# More Optimal Fractional-Order Stochastic Gradient Descent for Non-Convex Optimization Problems

arXiv: https://arxiv.org/abs/2505.02985 · HTML: https://mlsanity.com/paper/2505.02985/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 17 references that are in the map.
- First posted on arXiv 5 May 2025.

## Builds on (most cited first, 6 of 6)

- [Understanding deep learning requires rethinking generalization](https://mlsanity.com/paper/1611.03530/) (2016)
- [Optimizing Neural Networks with Kronecker-factored Approximate Curvature](https://mlsanity.com/paper/1503.05671/) (2015)
- [Fisher-Rao Metric, Geometry, and Complexity of Neural Networks](https://mlsanity.com/paper/1711.01530/) (2017)
- [Universal Statistics of Fisher Information in Deep Neural Networks: Mean Field Approach](https://mlsanity.com/paper/1806.01316/) (2018)
- [Convolutional neural networks with fractional order gradient method](https://mlsanity.com/paper/1905.05336/) (2019)
- [A Two-Scale Complexity Measure for Deep Learning Models](https://mlsanity.com/paper/2401.09184/) (2024)

## Abstract (arXiv)

Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We propose 2SED Fractional-Order Stochastic Gradient Descent (2SEDFOSGD), which integrates the Two-Scale Effective Dimension (2SED) algorithm with FOSGD to adapt the fractional exponent in a data-driven manner. By tracking model sensitivity and effective dimensionality, 2SEDFOSGD dynamically modulates the exponent to mitigate oscillations and hasten convergence. Theoretically, for onoconvex optimization problems, this approach preserves the advantages of fractional memory without the sluggish or unstable behavior observed in na"ive fractional SGD. Empirical evaluations in Gaussian and α-stable noise scenarios using an autoregressive (AR) model highlight faster convergence and more robust parameter estimates compared to baseline methods, underscoring the potential of dimension-aware fractional techniques for advanced modeling and estimation tasks.
