Martin Wells

On the Provable Suboptimality of Momentum SGD in Nonstationary Stochastic Optimization

In this paper, we provide a comprehensive theoretical analysis of Stochastic Gradient Descent (SGD) and its momentum variants (Polyak Heavy-Ball and Nesterov) for tracking time-varying optima under strong convexity and smoothness. Our finite-time bounds reveal a sharp decomposition of tracking error…