Complexity of normalized stochastic first-order methods with momentum under heavy-tailed noise

Chuan He; Zhaosong Lu; Defeng Sun; Zhanwang Deng

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arXiv · 2506.11214

Complexity of normalized stochastic first-order methods with momentum under heavy-tailed noise

Chuan He·Zhaosong Lu·Defeng Sun·Zhanwang Deng

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Abstract

In this paper, we propose practical normalized stochastic first-order methods with Polyak momentum, multi-extrapolated momentum, and recursive momentum for solving unconstrained optimization problems. These methods employ dynamically updated algorithmic parameters and do not require explicit knowledge of problem-dependent quantities such as the Lipschitz constant or noise bound. We establish first-order oracle complexity results for finding approximate stochastic stationary points under heavy-tailed noise and weakly average smoothness conditions -- both of which are weaker than the commonly used bounded variance and mean-squared smoothness assumptions. Our complexity bounds either improve upon or match the best-known results in the literature. Numerical experiments are presented to demonstrate the practical effectiveness of the proposed methods.

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BibTeX RIS

Chuan He, Zhaosong Lu, Defeng Sun, Zhanwang Deng. 2025-06-12. Complexity of normalized stochastic first-order methods with momentum under heavy-tailed noise. https://arxiv.org/abs/2506.11214

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