Convergence of Adam Under Relaxed Assumptions

• URL: http://arxiv.org/abs/2304.13972v3
• Date: Tue, 7 Nov 2023 03:12:49 GMT
• Title: Convergence of Adam Under Relaxed Assumptions
• Authors: Haochuan Li, Alexander Rakhlin, Ali Jadbabaie
• Abstract summary: We show that Adam converges to $epsilon$-stationary points with $O(epsilon-4)$ gradient complexity under far more realistic conditions. We also propose a variance-reduced version of Adam with an accelerated gradient complexity of $O(epsilon-3)$.
• Score: 72.24779199744954
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper, we provide a rigorous proof of convergence of the Adaptive Moment Estimate (Adam) algorithm for a wide class of optimization objectives. Despite the popularity and efficiency of the Adam algorithm in training deep neural networks, its theoretical properties are not yet fully understood, and existing convergence proofs require unrealistically strong assumptions, such as globally bounded gradients, to show the convergence to stationary points. In this paper, we show that Adam provably converges to $\epsilon$-stationary points with ${O}(\epsilon^{-4})$ gradient complexity under far more realistic conditions. The key to our analysis is a new proof of boundedness of gradients along the optimization trajectory of Adam, under a generalized smoothness assumption according to which the local smoothness (i.e., Hessian norm when it exists) is bounded by a sub-quadratic function of the gradient norm. Moreover, we propose a variance-reduced version of Adam with an accelerated gradient complexity of ${O}(\epsilon^{-3})$.

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