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| Format: | Preprint |
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2025
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| Online Access: | https://arxiv.org/abs/2512.10033 |
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| _version_ | 1866917137904304128 |
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| author | Ali, Sarwan |
| author_facet | Ali, Sarwan |
| contents | Accelerated gradient methods like Nesterov's Accelerated Gradient (NAG) achieve faster convergence on well-conditioned problems but often diverge on ill-conditioned or non-convex landscapes due to aggressive momentum accumulation. We propose Heavy-Ball Synthetic Gradient Extrapolation (HB-SGE), a robust first-order method that combines heavy-ball momentum with predictive gradient extrapolation. Unlike classical momentum methods that accumulate historical gradients, HB-SGE estimates future gradient directions using local Taylor approximations, providing adaptive acceleration while maintaining stability. We prove convergence guarantees for strongly convex functions and demonstrate empirically that HB-SGE prevents divergence on problems where NAG and standard momentum fail. On ill-conditioned quadratics (condition number $κ=50$), HB-SGE converges in 119 iterations while both SGD and NAG diverge. On the non-convex Rosenbrock function, HB-SGE achieves convergence in 2,718 iterations where classical momentum methods diverge within 10 steps. While NAG remains faster on well-conditioned problems, HB-SGE provides a robust alternative with speedup over SGD across diverse landscapes, requiring only $O(d)$ memory overhead and the same hyperparameters as standard momentum. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_10033 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Robust Gradient Descent via Heavy-Ball Momentum with Predictive Extrapolation Ali, Sarwan Machine Learning Accelerated gradient methods like Nesterov's Accelerated Gradient (NAG) achieve faster convergence on well-conditioned problems but often diverge on ill-conditioned or non-convex landscapes due to aggressive momentum accumulation. We propose Heavy-Ball Synthetic Gradient Extrapolation (HB-SGE), a robust first-order method that combines heavy-ball momentum with predictive gradient extrapolation. Unlike classical momentum methods that accumulate historical gradients, HB-SGE estimates future gradient directions using local Taylor approximations, providing adaptive acceleration while maintaining stability. We prove convergence guarantees for strongly convex functions and demonstrate empirically that HB-SGE prevents divergence on problems where NAG and standard momentum fail. On ill-conditioned quadratics (condition number $κ=50$), HB-SGE converges in 119 iterations while both SGD and NAG diverge. On the non-convex Rosenbrock function, HB-SGE achieves convergence in 2,718 iterations where classical momentum methods diverge within 10 steps. While NAG remains faster on well-conditioned problems, HB-SGE provides a robust alternative with speedup over SGD across diverse landscapes, requiring only $O(d)$ memory overhead and the same hyperparameters as standard momentum. |
| title | Robust Gradient Descent via Heavy-Ball Momentum with Predictive Extrapolation |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2512.10033 |