Papers › Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance
Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance
Dimitris Oikonomou, Nicolas Loizou
Stochastic gradient descent with momentum, also known as Stochastic Heavy Ball method (SHB), is one of the most popular algorithms for solving large-scale stochastic optimization problems in various machine learning tasks. In practical scenarios, tuning the step-size and momentum parameters of the method is a prohibitively expensive and time-consuming process. In this work, inspired by the recent advantages of stochastic Polyak step-size in the performance of stochastic gradient descent (SGD), we propose and explore new Polyak-type variants suitable for the update rule of the SHB method. In particular, using the Iterate Moving Average (IMA) viewpoint of SHB, we propose and analyze three novel step-size selections: MomSPSₘₐₓ, MomDecSPS, and MomAdaSPS. For MomSPSₘₐₓ, we provide convergence guarantees for SHB to a neighborhood of the solution for convex and smooth problems (without assuming interpolation). If interpolation is also satisfied, then using MomSPSₘₐₓ, SHB converges to the true solution at a fast rate matching the deterministic HB. The other two variants, MomDecSPS and MomAdaSPS, are the first adaptive step-size for SHB that guarantee convergence to the exact minimizer - without a priori knowledge of the problem parameters and without assuming interpolation. Our convergence analysis of SHB is tight and obtains the convergence guarantees of stochastic Polyak step-size for SGD as a special case. We supplement our analysis with experiments validating our theory and demonstrating the effectiveness and robustness of our algorithms.
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
For agents, Syntology's MCP tool lists every function and class Syntology harvested from this paper and whether it ran (how to connect): get_harvested_code_for_paper(arxiv_id="2406.04142")
Code
Syntology Ran 1 of 1 code samples harvested from 1 repository linked to this paper; 0 have no recorded run. Of those that ran: 1 ran with no contract checked.
By repository: official repository: 1 sample from 1 repository, 1 ran. The run record, sample by sample. “Ran” means executed on a synthesized input, not that the code is correct or reproduces the paper.
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
1 sample harvested; 1 ran; 0 honoured the contract we drafted; 0 have no recorded run. Read from Syntology's graph 2026-09-24; that is when this build read the record, not when the samples ran.
Licence: 0 of the 1 sample are pointer only, meaning Syntology does not serve that copy's text. This page shows no code text for any sample; each one links to its file in the repository.
Harvested from dimitris-oik/momsps. “Ran” means the sample executed on a synthesized input. It does not mean the output is correct, and nothing here reproduces the paper's results. “Honoured” and “violated” refer to a contract Syntology drafted from the code itself; “our draft was wrong” and “fixture could not drive it” are failures of Syntology's instrument, not of the code.
Each sample ends with its code_sha256, Syntology's identity for that exact code. An agent fetches the stored sample with Syntology's MCP tool get_code(code_sha256="…") (how to connect); click an identity to copy that call.
Repository labels, per sample. official repository: The archive marks this repository official for the paper. named in the paper: The archive records that the paper mentions this repository; it is not marked official. community (archive-listed): In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper. found in paper text by Syntology: Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted. community: Not in the archive's code links for this paper; a community repository Syntology harvested. Samples from a repository marked official are listed first. Licence labels name the repository's licence as recorded at harvest. “Pointer only” means Syntology does not serve that copy's text, for one of four reasons: no licence file was found; the licence was not identified; the licence is recorded as permissive but that copy's record is not marked cleared; or the licence is outside the permissive list Syntology serves text under (MIT, Apache-2.0, BSD and similar). Some licences outside that list permit redistribution, such as WTFPL, and GPL-3.0 under its conditions; they are simply not on the list. Hover a licence label for the reason. File links open the file on GitHub at the default branch, which may have changed since the harvest.
3bb43c2bc6a9ccbd · report
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Methods
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections