pith:6NXGUGCS
Beyond Bounded Variance: Variance-Reduced Normalized Methods for Nonconvex Optimization under Blum-Gladyshev Noise
Normalized stochastic gradient descent with momentum converges under BG-0 noise with O(ε^{-6}) oracle complexity using one gradient per step.
arxiv:2605.15314 v1 · 2026-05-14 · cs.LG · math.OC
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Claims
We prove that normalized stochastic gradient descent with momentum, using only one stochastic gradient per iteration, converges under BG-0 noise with oracle complexity O(ε^{-6}). This rate holds both for standard smoothness and for α-symmetric generalized smoothness.
The stochastic gradients satisfy the Blum-Gladyshev (BG-0) noise model in which the variance grows quadratically with the distance from the initialization point (stated in the problem setup and used throughout the convergence analysis).
Normalized momentum SGD and variance-reduced STORM achieve O(ε^{-6}) and O(ε^{-4}) oracle complexities respectively under quadratic distance-dependent noise in nonconvex stochastic optimization.
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| First computed | 2026-05-20T00:00:52.215898Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
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