Constrained Stochastic Spectral Preconditioning Converges for Nonconvex Objectives
- URL: http://arxiv.org/abs/2605.11850v1
- Date: Tue, 12 May 2026 09:36:13 GMT
- Title: Constrained Stochastic Spectral Preconditioning Converges for Nonconvex Objectives
- Abstract summary: We develop preconditioned gradient methods with a focus on Muon and Scions.<n>We introduce a family of algorithms that can handle a wide variety of convex and non-reduced constraints.
- Score: 48.91820744387913
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: In this work, we develop proximal preconditioned gradient methods with a focus on spectral gradient methods providing a proximal extension to the Muon and Scion optimizers. We introduce a family of stochastic algorithms that can handle a wide variety of convex and nonconvex constraints and study its convergence under heavy-tailed noise, through a novel analysis tailored to the geometry of the proposed methods. We further propose a variance-reduced version, which achieves faster convergence under standard noise assumptions. Finally, we show that the polynomial iterations used in Muon are more accurately captured by a nonlinear preconditioner than by the ideal matrix sign, leading to a convergence analysis that more faithfully reflects practical implementations.
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