arXiv Machine Learning

Analysis of Adam Algorithms for Stochastic Dynamic Systems

arXiv:2606. 28879v1 Announce Type: new Abstract: The adaptive moment estimation algorithm, known as Adam, is widely used in modern machine learning, owing to its low per-iteration complexity and strong empirical performance.

arXiv Machine Learning
Sep 14

Adapt or Forget: Provable Tradeoffs Between Adam and SGD in Nonstationary Optimization

The paper presents a theoretical study of Adam in non‑stationary stochastic optimization, distinguishing two regimes: Euclidean tracking under adaptive strong monotonicity and high‑probability projected stationarity for general smooth objectives. It derives finite‑time bounds that decompose into initialization, objective drift, first‑moment tracking error (β₁), and preconditioner perturbation (β₂), and characterizes burn‑in times for constant and step‑decay schedules. The analysis reveals a noise–drift tradeoff, showing that in noise‑dominated settings Adam’s adaptive mechanisms can improve guarantees, while in drift‑dominated settings they may worsen tracking, potentially making vanilla SGD preferable.

By Sharan Sahu, Abir Sarkar, Cameron J. Hogan, Martin T. Wells
arXiv Machine Learning
Sep 2

Uniform a priori bounds and error analysis for the Adam stochastic gradient descent optimization method

The paper establishes uniform a priori bounds for the Adam optimizer, enabling an unconditional error analysis for a broad class of strongly convex stochastic optimization problems. Prior analyses were conditional, assuming Adam remained bounded, whereas this work removes that assumption. The results provide a rigorous foundation for Adam’s performance in training deep neural networks and other convex optimization tasks.

By Steffen Dereich, Thang Do, Arnulf Jentzen
arXiv Machine Learning
Jul 7

Learning rate adaptive stochastic gradient descent optimization methods: numerical simulations for deep learning methods for partial differential equations and convergence analyses

arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).

By Steffen Dereich, Arnulf Jentzen, Adrian Riekert
arXiv AI
Aug 6

A Trust-region Framework for Moment Estimation

arXiv:2608. 04026v1 Announce Type: cross Abstract: In this paper, we develop a trust-region framework for understanding the behavior of adaptive moment estimation mechanisms, such as \textsc{Adam}, in stochastic gradient optimization.

By Oluwasegun A. Somefun