Spectral Preconditioning for Gradient Methods on Graded Non-convex Functions
Nikita Doikov, Sebastian U. Stich, Martin Jaggi
Abstract
The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for non-convex problems. Striving for a more intricate characterization of complexity, we introduce a unique concept termed graded non-convexity. This allows to partition the class of non-convex problems into a nested chain of subclasses. Interestingly, many traditional non-convex objectives, including partially convex problems, matrix factorizations, and neural networks, fall within these subclasses. As a second contribution, we propose gradient methods with spectral preconditioning, which employ inexact top eigenvectors of the Hessian to address the ill-conditioning of the problem, contingent on the grade. Our analysis reveals that these new methods provide provably superior convergence rates compared to basic gradient descent on applicable problem classes, particularly when large gaps exist between the top eigenvalues of the Hessian. Our theory is validated by numerical experiments executed on multiple practical machine learning problems.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext 4d47ca2d-3dcc-472c-b2f4-8bd4710cd815Cited by top-tier papers2
- Gradient-Normalized Smoothness for Optimization with Approximate HessiansAndrei Semenov, Martin Jaggi, Nikita DoikovICLR 2026 · 8 citations
- Balancing Gradient and Hessian Queries in Non-Convex OptimizationDeeksha Adil, Brian Bullins, Aaron Sidford, Chenyi ZhangNeurIPS 2025 · 5 citations
Builds on8
- Implicit Bias of SGD for Diagonal Linear Networks: a Provable Benefit of StochasticityScott Pesme, Loucas Pillaud-Vivien, Nicolas FlammarionNeurIPS 2021 · 135 citations
- Saddle-to-Saddle Dynamics in Diagonal Linear NetworksScott Pesme, Nicolas FlammarionNeurIPS 2023 · 68 citations
- Stochastic Subspace Cubic Newton MethodFilip Hanzely, Nikita Doikov, Yurii E. Nesterov, Peter RichtárikICML 2020 · 62 citations
- Distributed Second Order Methods with Fast Rates and Compressed CommunicationRustem Islamov, Xun Qian, Peter RichtárikICML 2021 · 56 citations
- Second-Order Optimization with Lazy HessiansNikita Doikov, El Mahdi Chayti, Martin JaggiICML 2023 · 31 citations
Related papers
- Enhance Curvature Information by Structured Stochastic Quasi-Newton MethodsMinghan Yang, Dong Xu, Hongyu Chen, Zaiwen Wen et al.CVPR 2021
- Preconditioned Gradient Descent for Over-Parameterized Nonconvex Matrix FactorizationJialun Zhang, Salar Fattahi, Richard Y. ZhangNeurIPS 2021 · 47 citations
- Provable Acceleration of Nesterov's Accelerated Gradient for Asymmetric Matrix Factorization and Linear Neural NetworksZhenghao Xu, Yuqing Wang, Tuo Zhao, Rachel Ward et al.NeurIPS 2024 · 2 citations
- Fast Spectrally Sparse Signal Reconstruction via Jacobi-Preconditioned Gradient DescentJian-Feng Cai, Xueyang Quan, Yang Wang, Jiaxi YingICML 2026
- Polynomial Preconditioning for Gradient MethodsNikita Doikov, Anton RodomanovICML 2023 · 2 citations
