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Revisiting Gradient Clipping: Stochastic bias and tight convergence guarantees

ICML 2023 · Optimization › Nonconvex and smooth optimization · approach: Stochastic gradient last-iterate analysis · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use deterministic gradient clipping with a fixed positive thresholdGradient descent · Non-convex deterministic optimizationaverage gradient norm: The bound is \cO\left(\sqrt{\frac{F_0}{\eta T}} + \frac{F_0}{\eta T c}\right)Mixed
Use deterministic gradient clippingGradient descent · Strongly convex deterministic optimizationiteration complexity: The bound includes \frac{R_0 }{c \eta} \min\left(\sqrt{\frac{L}{\mu}}, \frac{L R_0}{c}\right)Hurt
Use stochastic gradient clipping under bounded variance rather than uniform boundednessSGD · Non-convex stochastic optimizationminimum expected gradient norm: \min\Big\{\sigma,\frac{ \sigma^2}{c}\Big\}Hurt
Increase the clipping threshold cClipped SGD · Non-convex stochastic optimizationbias-induced gradient norm neighborhood: \min\{\sigma, \sigma^2 / c\}Helped
Decrease the clipping threshold below the target gradient normDeterministic clipped gradient descent · w1aconvergence speedHurt
Use smaller clipping radiiDeterministic clipped gradient descent · w1abest tuned step-sizeHelped
Reduce the step-size while keeping clippingClipped SGD · Quadratic function with χ²(1) noise and w1agradient normNo clear effect
Use clipping instead of vanilla SGDSGD · Quadratic function with χ²(1) noise and w1agradient normHurt

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