{"id":974775,"date":"2023-10-10T07:43:42","date_gmt":"2023-10-10T14:43:42","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=974775"},"modified":"2023-10-10T07:43:42","modified_gmt":"2023-10-10T14:43:42","slug":"closing-the-gap-between-the-upper-bound-and-lower-bound-of-adams-iteration-complexity","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/closing-the-gap-between-the-upper-bound-and-lower-bound-of-adams-iteration-complexity\/","title":{"rendered":"Closing the gap between the upper bound and lower bound of Adam’s iteration complexity"},"content":{"rendered":"

Recently, Arjevani et al. [1] establish a lower bound of iteration complexity for the first-order optimization under an \\(L\\)-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 \\(L\\)-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.<\/p>\n","protected":false},"excerpt":{"rendered":"

Recently, Arjevani et al. [1] establish a lower bound of iteration complexity for the first-order optimization under an -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 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