On the Algorithmic Stability and Generalization of Adaptive Optimization Methods
Machine Learning
2022-11-09 v1 Optimization and Control
Abstract
Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop a novel framework to study the stability and generalization of these optimization methods. Based on this framework, we show provable guarantees about such properties that depend heavily on a single parameter . Our empirical experiments support our claims and provide practical insights into the stability and generalization properties of adaptive optimization methods.
Keywords
Cite
@article{arxiv.2211.03970,
title = {On the Algorithmic Stability and Generalization of Adaptive Optimization Methods},
author = {Han Nguyen and Hai Pham and Sashank J. Reddi and Barnabás Póczos},
journal= {arXiv preprint arXiv:2211.03970},
year = {2022}
}
Comments
21 pages including appendix