让下一篇重要论文，不再错过。

原文摘要

Stochastic first-order methods use sampled gradients to reduce per-iteration costs, but estimation errors can slow convergence and, in some settings, cause divergence. To improve gradient accuracy while retaining acceleration, we develop scalar and diagonal versions of VR-Adam-SHANG for smooth stochastic convex optimization. The methods combine STORM-type recursive estimation, Adam-style preconditioning, and SHANG's accelerated interpolation and correction, using at most two stochastic gradient evaluations per iteration without full-gradient refreshes. Under unbiased sampling, bounded variance, and mean-square smoothness of gradient noise, polynomial steps with prescribed initialization yield $O(1/K)$ mean-square gradient-estimation error and expected objective-gap bounds combining $O(1/K^2)$ initial-energy decay with an $O(1/\sqrt K)$ stochastic term after $K$ iterations. These guarantees require neither monotonicity of the preconditioner nor a uniform positive lower bound on its eigenvalues. The analysis also establishes polynomial-step convergence of projected nonrecursive Adam-SHANG-s, filling a gap in its original theory. Experiments compare the methods at matched sample-gradient budgets. In every tested setting, at least one of the two versions achieves the lowest mean terminal objective gap among all compared methods.