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Adam with model exponential moving average is effective for nonconvex optimization

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Coordinate and Adam convergence analysis · 9 citations (OpenAlex)

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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

Surprising findings

Limitations

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

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