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Understanding Adam Optimizer via Online Learning of Updates: Adam is FTRL in Disguise

ICML 2024 · Optimization › Optimizers · approach: Adam convergence and adaptive learning rates · 2 citations (OpenAlex)

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Shows that Adam can be viewed as discounted FTRL applied within the online-learning-of-updates framework, and analyzes its dynamic regret to explain the roles of momentum and discounting factors.

Problem

Existing theory of Adam mostly shows convergence rates no better than SGD and does not explain the roles of momentum and discounting (EMA) factors in Adam's update.

Approach

Cast optimizer design as online linear optimization of updates (online-to-nonconvex conversion); show Adam equals a discounted version of scale-free FTRL, and that discounting plus momentum give better dynamic regret, which translates into better optimization guarantees.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add momentum (aggregate past gradients) instead of using only the latest gradientOnline learning of updates; optimizer counterparts include Adam versus SGD/AdaGrad · 2D online linear optimization, bounded domain [-1,1]^2dynamic regret: at least T-3 for non-momentum learners; O(DGT^{2/3}) for discounted Adam when P=O(D)Helped
Add a discounting factor (β<1) instead of using β=1Discounted-FTRL / Adam · 2D online linear optimization, bounded domain [-1,1]^2dynamic regret: at least (T-3)/2 for β=1; O(DGT^{2/3}) for β<1 when P=O(D)Helped
Use Adam with β<1 instead of SGD or Adam with β=1Sparse-data hinge-loss classification · Classification with z_i=e_i and z_i=c_i e_i, c_i∼Unif[0,2]training lossHelped
Use Adam with β=1 instead of β<1Sparse-data hinge-loss classification · Classification with sparse data and small learning ratetraining lossHurt
Use SGD instead of Adam with β<1Sparse-data hinge-loss classification · Classification with sparse data and small learning ratetraining lossHurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic hinge-loss classification (d=100)

Benchmarks: synthetic sparse classification with regularized hinge loss

Metrics: training loss F(w) dynamic regret bounds

Baselines: SGD AdaGrad SGD with momentum scale-free FTRL (beta=1 Adam)

Builds on: online-to-nonconvex conversion scale-free FTRL AdaGrad online gradient descent

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