AdaX: Adaptive Gradient Descent with Exponential Long Term Memory
- URL: http://arxiv.org/abs/2004.09740v2
- Date: Mon, 4 May 2020 21:05:58 GMT
- Title: AdaX: Adaptive Gradient Descent with Exponential Long Term Memory
- Authors: Wenjie Li, Zhaoyang Zhang, Xinjiang Wang, Ping Luo
- Abstract summary: We analyze a problem of Adam by analyzing its performance in simple non-vision machine learning tasks.
We propose a novel adaptive gradient named AdaX to solve the problem.
AdaX outperforms Adam in various computer natural language processing tasks.
- Score: 34.6432726391469
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Although adaptive optimization algorithms such as Adam show fast convergence
in many machine learning tasks, this paper identifies a problem of Adam by
analyzing its performance in a simple non-convex synthetic problem, showing
that Adam's fast convergence would possibly lead the algorithm to local
minimums. To address this problem, we improve Adam by proposing a novel
adaptive gradient descent algorithm named AdaX. Unlike Adam that ignores the
past gradients, AdaX exponentially accumulates the long-term gradient
information in the past during training, to adaptively tune the learning rate.
We thoroughly prove the convergence of AdaX in both the convex and non-convex
settings. Extensive experiments show that AdaX outperforms Adam in various
tasks of computer vision and natural language processing and can catch up with
Stochastic Gradient Descent.
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