English

Closing the Gap Between the Upper Bound and the Lower Bound of Adam's Iteration Complexity

Machine Learning 2023-10-30 v1 Optimization and Control

Abstract

Recently, Arjevani et al. [1] established a lower bound of iteration complexity for the first-order optimization under an LL-smooth condition and a bounded noise variance assumption. However, a thorough review of existing literature on Adam's convergence reveals a noticeable gap: none of them meet the above lower bound. In this paper, we close the gap by deriving a new convergence guarantee of Adam, with only an LL-smooth condition and a bounded noise variance assumption. Our results remain valid across a broad spectrum of hyperparameters. Especially with properly chosen hyperparameters, we derive an upper bound of the iteration complexity of Adam and show that it meets the lower bound for first-order optimizers. To the best of our knowledge, this is the first to establish such a tight upper bound for Adam's convergence. Our proof utilizes novel techniques to handle the entanglement between momentum and adaptive learning rate and to convert the first-order term in the Descent Lemma to the gradient norm, which may be of independent interest.

Keywords

Cite

@article{arxiv.2310.17998,
  title  = {Closing the Gap Between the Upper Bound and the Lower Bound of Adam's Iteration Complexity},
  author = {Bohan Wang and Jingwen Fu and Huishuai Zhang and Nanning Zheng and Wei Chen},
  journal= {arXiv preprint arXiv:2310.17998},
  year   = {2023}
}

Comments

NeurIPS 2023 Accept