High-dimensional limit theorems for SGD: Momentum and Adaptive Step-sizes

arXiv — stat.MLFriday, November 7, 2025 at 5:00:00 AM
A recent study has introduced a high-dimensional scaling limit for Stochastic Gradient Descent with Polyak Momentum, offering a rigorous framework to compare it with popular variants. This research is significant as it clarifies how the scaling limits of SGD with momentum align with those of online SGD, particularly when adjusting time rescaling and step-size choices. Such insights could enhance the understanding and application of these algorithms in machine learning, potentially leading to more efficient training processes.
— via World Pulse Now AI Editorial System

Was this article worth reading? Share it

Recommended Readings
Understanding Adam Requires Better Rotation Dependent Assumptions
NeutralArtificial Intelligence
A recent study delves into the optimization algorithm Adam, highlighting its performance issues when faced with random rotations in the parameter space. While Adam is widely used, this research points out that its advantages over Stochastic Gradient Descent (SGD) are not fully understood. The findings suggest that the choice of basis significantly impacts Adam's effectiveness, especially in training transformer models. This insight is crucial for researchers and practitioners aiming to improve model training and performance.