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Learning Rate Decay Can Exponentially Accelerate SGD for Global Optimization of Nonconvex Functions

NeurIPS 2026 · Optimization › Nonconvex and smooth optimization · approach: Stochastic gradient last-iterate analysis

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AI-extracted summary. Written by AI from the paper's abstract only. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

Shows theoretically that learning rate decay in SGD can exponentially accelerate global optimization of nonconvex functions compared with constant step sizes.

Problem

Whether learning rate decay offers an asymptotic advantage for global optimization of nonconvex functions with SGD, which is unclear despite practitioner belief that decay helps.

Approach

Demonstrates a natural class of nonconvex functions where SGD with learning rate decay converges exponentially faster for global optimization than constant-learning-rate SGD.

Key results

Experimental setup

Baselines: SGD with constant learning rate

Builds on: stochastic gradient descent

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