Gradient Methods with Online Scaling Part I. Theoretical Foundations
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Abstract (arXiv)
This paper establishes the theoretical foundations of the online scaled gradient methods (OSGM), a framework that utilizes online learning to adapt stepsizes and provably accelerate first-order methods. OSGM quantifies the effectiveness of a stepsize by a feedback function motivated from a convergence measure and uses the feedback to adjust the stepsize through an online learning algorithm. Consequently, instantiations of OSGM achieve convergence rates that are asymptotically no worse than the optimal stepsize. OSGM yields desirable convergence guarantees on smooth convex problems, including 1) trajectory-dependent global convergence on smooth convex objectives; 2) an improved complexity result on smooth strongly convex problems, and 3) local superlinear convergence. Notably, OSGM constitutes a new family of first-order methods with non-asymptotic superlinear convergence, joining the celebrated quasi-Newton methods. Finally, OSGM explains the empirical success of the popular hypergradient-descent heuristic in optimization for machine learning.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 43 of its 70 references that are in the map. First posted on arXiv 29 May 2025.
Builds on
43 of 70 references.
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31 more
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Citing papers per year: 2025: 2; 2026: 1.
3 papers.