MARS-M: When Variance Reduction Meets Matrices

Abstract: Matrix-based preconditioned optimizers, such as Muon, have recently been shown to be more efficient than scalar-based optimizers for training large-scale neural networks, including LLMs. On the other hand, recent benchmarks on optimizers for LLM pre-training have demonstrated that variance-reduction techniques such as MARS can achieve substantial speedups over standard optimizers that do not employ variance reduction. In this paper, to achieve the best of both worlds, we introduce MARS-M, a new optimizer that integrates the variance reduction technique in MARS with Muon. Under standard regularity conditions, we prove that Muon-M converges to a first-order stationary point at a rate of $\tilde{\mathcal{O}}(T^{-1/3})$, which improves upon $\tilde{\mathcal{O}}(T^{-1/4})$ rate attained by Muon. Our empirical results on language modeling and computer vision tasks demonstrate that MARS-M consistently yields lower losses and improved performance across various downstream benchmarks. The implementation of MARS-M is available at https://github.com/AGI-Arena/MARS/MARS_M.