{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/statistical-adaptive-stochastic-gradient","title":"Statistical Adaptive Stochastic Gradient Methods","arxiv_id":"2002.10597","date":"2020-02-25","proceeding":null,"authors":["Pengchuan Zhang","Hunter Lang","Qiang Liu","Lin Xiao"],"abstract":"We propose a statistical adaptive procedure called SALSA for automatically scheduling the learning rate (step size) in stochastic gradient methods. SALSA first uses a smoothed stochastic line-search procedure to gradually increase the learning rate, then automatically switches to a statistical method to decrease the learning rate. The line search procedure ``warms up'' the optimization process, reducing the need for expensive trial and error in setting an initial learning rate. The method for decreasing the learning rate is based on a new statistical test for detecting stationarity when using a constant step size. Unlike in prior work, our test applies to a broad class of stochastic gradient algorithms without modification. The combined method is highly robust and autonomous, and it matches the performance of the best hand-tuned learning rate schedules in our experiments on several deep learning tasks.","url_abs":"https://arxiv.org/abs/2002.10597v1","url_pdf":"https://arxiv.org/pdf/2002.10597v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"statistical-adaptive-stochastic-gradient","repo_url":"https://github.com/microsoft/statopt","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"scheduling","task_name":"Scheduling"}],"methods":[{"method_slug":"test","method_name":"Test"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2002.10597","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}