Gradient Clipping Beyond Vector Norms: A Spectral Approach for Matrix-Valued Parameters

TL;DR

This paper introduces spectral clipping, a novel gradient clipping method that stabilizes training by controlling singular values of gradient matrices, improving robustness against heavy-tailed noise.

Contribution

It generalizes classical norm clipping to matrix-valued parameters, providing a spectral approach with convergence guarantees and efficient implementation for neural network training.

Findings

Spectral clipping stabilizes training by controlling dominant singular values.

Layer-wise adaptive thresholds reduce hyperparameter tuning.

Efficient randomized SVD implementation enables scalable spectral clipping.

Abstract

Gradient clipping is a standard safeguard for training neural networks under noisy, heavy-tailed stochastic gradients; yet, most clipping rules treat all parameters as vectors and ignore the matrix structure of modern architectures. We show empirically that data outliers often amplify only a small number of leading singular values in layer-wise gradient matrices, while the rest of the spectrum remains largely unchanged. Motivated by this phenomenon, we propose spectral clipping, which stabilizes training by clamping singular values that exceed a threshold while preserving the singular directions. This framework generalizes classical gradient norm clipping and can be easily integrated into existing optimizers. We provide a convergence analysis for non-convex optimization with spectrally clipped SGD, yielding the optimal $\mathcal{O}\left(K^{\frac{2 - 2\alpha}{3\alpha - 2}}\right)$ rate for heavy-tailed noise. To minimize hyperparameter tuning, we introduce layer-wise adaptive thresholds based on moving averages or sliding-window quantiles of the top singular values. Finally, we develop efficient implementations that clip only the top $r$ singular values via randomized truncated SVD, avoiding full decompositions for large layers. We demonstrate competitive performance across synthetic heavy-tailed settings and neural network training tasks.