Second-Moment Stochastic Approximation Methods
Classical stochastic approximation methods rely on estimators of the first moment (mean) of a random regression function. We study methods that employ estimators of both the first and the second moments, which include modern deep-learning optimizers such as Adam and Muon as special cases.
By Tao Jiang, Lin XiaoarXiv - stat.ML
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Originally published by arXiv - stat.ML on Sep 30, 2026.
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