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Author

Arnulf Jentzen

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Preprint Aug 2026

On MUON optimization: From non-convergence to an error analysis with Polar Express and the Newton-Schulz polynomial from implementations

A generalized variant of the MUON optimizer involving an arbitrary number of generalized NS steps with polynomials of possibly arbitrary high degree is proposed and studied and an error analysis for MUON with the generalized NS steps is established that provides convergence rates in terms of the number of gradient step...

Thang Do, Steffen Dereich, Arnulf Jentzen · 4 citations · ⚡1
Preprint Aug 2026

Strong error analysis for the stochastic momentum optimizer

This work provides a rigorous error analysis for the momentum SGD optimizer and establishes convergence rates for the momentum optimizer in terms of the size of the learning rate, the size of the mini-batch, and the size of the one-point convexity constant.

Davide Gallon, Arnulf Jentzen · 0 citations

Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems

A deep learning based approximation algorithm for solutions of stochastic partial differential equations (SPDEs) using a deep neural network for every realization of the driving noise process of a SPDE to approximate the solution process of the SPDE under consideration.

C. Beck, S. Becker, Patrick Cheridito et al. · 16 citations · ⚡2
#machine learning Preprint Aug 2026

Convergence rates for the RMSprop optimizer with full control of the hyperparameters

The key innovative new feature in the proof of the analysis are suitable inverse moment bounds for the second moment process in RMSprop that hold not just for all sufficiently large n but hold for every gradient step $n=1,2,3,...$ with all error constants being explicitly specified.

Steffen Dereich, Arnulf Jentzen · 0 citations

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