SHANG++: Robust Stochastic Acceleration under Multiplicative Noise
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 ex...
| Authors | Yaxin Yu, Long Chen, Minfu Feng |
|---|---|
| Primary category | math.OC |
| Published | 10 March 2026 |
| Last updated at source | 19 August 2026 |
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