A new regret analysis for Adam-type algorithms

Jul 12, 2020

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In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter β_1 (typically between 0.9 and 0.99). In theory, regret guarantees for online convex optimization require a rapidly decaying β_1→0 schedule. We show that this is an artifact of the standard analysis, and we propose a novel framework that allows us to derive optimal, data-dependent regret bounds with a constant β_1, without further assumptions. We also demonstrate the flexibility of our analysis on a wide range of different algorithms and settings.

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About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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