arXiv Machine Learning By Ganzhao Yuan

OptEMA: Adaptive Exponential Moving Average for Stochastic Optimization with Zero-Noise Optimality

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arXiv:2603. 09923v4 Announce Type: replace Abstract: Exponential moving averages (EMAs) are a central component of widely used adaptive optimizers such as Adam.

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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