Poster
On Convergence of Adam for Stochastic Optimization under Relaxed Assumptions
Yusu Hong · Junhong Lin
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Abstract
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Thu 12 Dec 11 a.m. PST
— 2 p.m. PST
Abstract:
In this paper, we study Adam in non-convex smooth scenarios with potential unbounded gradients and affine variance noise. We consider a general noise model which governs affine variance noise, bounded noise and sub-Gaussian noise. We show that Adam with the right parameter can find a stationary point with a $\mathcal{O}(\text{poly}(\log T)/\sqrt{T})$ rate in high probability under this general noise model where $T$ denotes total number iterations, matching the lower rate of stochastic first-order algorithms up to logarithm factors. We also provide a probabilistic convergence result for Adam under a generalized smooth condition which allows unbounded smoothness parameters and has been illustrated empirically to more accurately capture the smooth property of many practical objective functions.
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