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On Convergence of Adam for Stochastic Optimization under Relaxed Assumptions

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Stochastic convex optimization complexity · 3 citations (OpenAlex)

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Proves high-probability convergence of vanilla Adam (with corrective terms) for non-convex smooth stochastic optimization under a general affine/sub-Gaussian-type noise model, achieving Õ(poly(log T)/√T), and extends the result to (L0,Lq)-generalized smoothness.

Problem

Whether Adam, including its bias-correction terms, converges to a stationary point at the SGD-matching rate under affine variance noise with potentially unbounded gradients, and under generalized (L0,Lq)-smoothness, in high probability.

Approach

A proxy step-size a_s built from the gradient-norm bound G_T(s) (rather than the true adaptive step b_s) breaks the correlation between stochastic gradients and adaptive step-sizes; combined with a proxy-iterate descent lemma and an induction argument bounding gradient norms, this yields high-probability rates for Adam under almost-sure generalized affine noise, with hyper-parameters beta2 = 1 - c

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use Adam with β2 = 1-c/T, η = C0√(1-β2), and ε = ε0√(1-β2)Adam · Non-convex L-smooth, generalized affine variance noiseaverage squared gradient norm: \mathcal{O}\left(\text{poly}(\log T)/\sqrt{T} \right)Helped
extend the objective condition from L-smooth to (L0,Lq)-smooth and tune the step-size using problem parametersAdam · Non-convex (L0,Lq)-smooth, generalized affine variance noiseaverage squared gradient norm: \mathcal{O}(\text{poly}(\log T)/\sqrt{T})No clear effect
drop the two corrective termsAdam · Non-convex L-smooth, generalized affine variance noiseaverage squared gradient norm: \tilde{\mathcal{O}}(1/T+\sigma_0/\sqrt{T})Helped

Experimental setup

Metrics: average squared gradient norm bound convergence rate in T

Baselines: AdaGrad-Norm high-probability analysis Zhang et al. 2022 Adam analysis Wang et al. 2023 (sub-Gaussian Adam, (L0,L1)) SGD with affine variance noise

Builds on: Adam AdaGrad-Norm RMSProp generalized smoothness (L0,L1)

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