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Adam with model exponential moving average is effective for nonconvex optimization
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Theoretical analysis showing that a clipped Adam variant combined with model EMA of iterates achieves optimal (λ,ε)-stationarity rates for nonconvex nonsmooth optimization, and that coordinate-wise adaptivity gives a factor-d advantage when gradient scales vary across coordinates.
Problem
Existing theory of Adam fails to explain its practical components (momentum, discounting, EMA of iterates); prior analyses give rates that worsen with momentum or are no better than SGD, and output a random iterate rather than EMA in nonconvex settings.
Approach
Combine a discounted-to-nonconvex online-to-nonconvex conversion with scale-free FTRL run on discounted gradients (beta-FTRL), which yields clipped Adam (beta1=beta, beta2=beta^2) and outputs the model EMA; coordinate-wise application exploits per-coordinate Lipschitz constants.
Key results
- Clipped Adam with model EMA finds a (λ,(1+(G+σ)/C)ε)-stationary point with iteration complexity O((G+σ)^2 Δ λ^{1/2} ε^{-7/2}), matching the known lower bound up to conditions on λ.
- For smooth functions the method achieves the optimal O(ε^{-4}) complexity; for second-order smooth functions it achieves O(ε^{-7/2}).
- Under coordinate-wise heterogeneity, the coordinate-wise variant improves the iteration complexity by a factor of d over a non-adaptive counterpart with the same L2 structure.
Surprising findings
- Random-iterate output used in standard nonconvex analyses is replaced by model EMA, which wastes no computation.
Limitations
- Analyzed algorithm uses beta1=beta and beta2=beta^2 and omits bias correction, so it does not exactly match practical Adam.
- No experiments; guarantees are theoretical.
- When G and sigma are unknown, the complexity carries an extra (G+sigma)^{3/2} factor relative to the lower bound.
Experimental setup
Metrics: iteration complexity for (lambda,epsilon)-stationary point L1-stationarity iteration complexity
Baselines: SGD online gradient descent based discounted analyses signSGD-based momentum analysis
Builds on: online-to-nonconvex conversion Adam scale-free FTRL discounted-to-nonconvex conversion
Closest papers by meaning
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- The Hidden Ratio in Adam: Stable Structure, Compression, and Sign Dynamics (NeurIPS 2026 · similarity 0.87)
- On Convergence of Adam for Stochastic Optimization under Relaxed Assumptions (NeurIPS 2024 · similarity 0.87)
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