Adam symmetry theorem: characterization of the convergence of the stochastic Adam optimizer

TL;DR

This paper rigorously analyzes the convergence of the Adam optimizer for strongly convex problems, establishing rates and conditions under which Adam converges, and introduces the Adam symmetry theorem highlighting the importance of data distribution symmetry.

Contribution

It provides the first rigorous convergence rates for Adam on strongly convex problems and introduces the Adam symmetry theorem showing convergence depends on data symmetry.

Findings

Convergence rate of 1/2 w.r.t. learning rate

Convergence rate of 1 w.r.t. mini-batch size

Convergence rate of 1 w.r.t. second moment parameter distance

Abstract

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training of deep neural networks in artificial intelligence (AI) systems. Despite the popularity and the success of Adam it remains an \emph{open research problem} to provide a rigorous convergence analysis for Adam even for the class of strongly convex SOPs. In one of the main results of this work we establish convergence rates for Adam in terms of the number of gradient steps (convergence rate \nicefrac{1}{2} w.r.t. the size of the learning rate), the size of the mini-batches (convergence rate 1 w.r.t. the size of the mini-batches), and the size of the second moment parameter of Adam (convergence rate 1 w.r.t. the distance of the second moment parameter to 1) for the class of strongly convex SOPs. In a further main result of this work, which we refer to as \emph{Adam symmetry theorem}, we illustrate the optimality of the established convergence rates by proving for a special class of simple quadratic strongly convex SOPs that Adam converges as the number of gradient steps increases to infinity to the solution of the SOP (the unique minimizer of the strongly convex objective function) if and \emph{only} if the random variables in the SOP (the data in the SOP) are \emph{symmetrically distributed}. In particular, in the standard case where the random variables in the SOP are not symmetrically distributed we \emph{disprove} that Adam converges to the minimizer of the SOP as the number of Adam steps increases to infinity. We also complement the conclusions of our convergence analysis and the Adam symmetry theorem by several numerical simulations that indicate the sharpness of the established convergence rates and that illustrate the practical appearance of the phenomena revealed in the \emph{Adam symmetry theorem}.