SHANG++: Robust Stochastic Acceleration under Multiplicative Noise

Abstract:Under the multiplicative noise scaling (MNS) condition, original Nesterov acceleration is provably sensitive to noise and may diverge when gradient noise overwhelms the signal. In this paper, we develop two accelerated stochastic gradient descent methods by discretizing the Hessian-driven Nesterov accelerated gradient flow. We first derive SHANG, a direct semi-implicit discretization that already improves stability under MNS. We then introduce SHANG++, which adds a damping correction and achieves faster convergence with greater noise robustness. We establish convergence guarantees for both convex and strongly convex objectives under MNS, together with explicit parameter choices. In our experiments, SHANG++ performs consistently well across convex problems and applications in deep learning. In a dedicated noise experiment on ResNet-34, a single hyperparameter configuration maintains accuracy within one percentage point of the noise-free setting. Across all experiments, SHANG++ outperforms existing accelerated methods in robustness and efficiency, with minimal parameter sensitivity.

Optimization and Control (math.OC); Machine Learning (cs.LG)

arXiv:2603.09355 [math.OC]

(or arXiv:2603.09355v2 [math.OC] for this version)

https://doi.org/10.48550/arXiv.2603.09355 Focus to learn more arXiv-issued DOI via DataCite

https://doi.org/10.1016/j.camwa.2026.07.033 Focus to learn more DOI(s) linking to related resources

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