SearcharxivSearch

arXiv · 2309.08339

A Theoretical and Empirical Study on the Convergence of Adam with an "Exact" Constant Step Size in Non-Convex Settings

Abstract

In neural network training, RMSProp and Adam remain widely favoured optimisation algorithms. One of the keys to their performance lies in selecting the correct step size, which can significantly influence their effectiveness. Additionally, questions about their theoretical convergence properties continue to be a subject of interest. In this paper, we theoretically analyse a constant step size version of Adam in the non-convex setting and discuss why it is important for the convergence of Adam to use a fixed step size. This work demonstrates the derivation and effective implementation of a constant step size for Adam, offering insights into its performance and efficiency in non convex optimisation scenarios. (i) First, we provide proof that these adaptive gradient algorithms are guaranteed to reach criticality for smooth non-convex objectives with constant step size, and we give bounds on the running time. Both deterministic and stochastic versions of Adam are analysed in this paper. We show sufficient conditions for the derived constant step size to achieve asymptotic convergence of the gradients to zero with minimal assumptions. Next, (ii) we design experiments to empirically study Adam's convergence with our proposed constant step size against stateof the art step size schedulers on classification tasks. Lastly, (iii) we also demonstrate that our derived constant step size has better abilities in reducing the gradient norms, and empirically, we show that despite the accumulation of a few past gradients, the key driver for convergence in Adam is the non-increasing step sizes.

Explore related subjects

Keep this discovery

BibTeXRIS

Alokendu Mazumder, Rishabh Sabharwal, Manan Tayal, Bhartendu Kumar, Punit Rathore. 2023-09-15. A Theoretical and Empirical Study on the Convergence of Adam with an "Exact" Constant Step Size in Non-Convex Settings. https://arxiv.org/abs/2309.08339

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

AUC Maximization from Biased Positive-unlabeled Data with Confidence

Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced binary classification. Although positive and negative data are required for maximizing the AUC, negative data are often difficult to collect in some real-world applications due to privacy concerns or the need for specialized expertise to annotate them. Thus, AUC maximization from positive and unlabeled (PU) data has been attracting attention. Existing methods assume that labeled positive data are unbiased samples from the true positive distribution. However, this ideal assumption is often violated in practice. In this paper, we propose a method to maximize the AUC from biased PU data. To address the bias, our key idea is to exploit {\it confidence}, i.e., the probability that an instance is positive, associated with the small number of labeled positive data. We derive an estimator of the AUC risk using biased PU data with confidence, enabling AUC maximization under such bias. We further show that the rewritten AUC risk induces a Bayes-optimal AUC ranking even when the available confidence is any strictly increasing transformation of the true posterior probability. We experimentally show the effectiveness of our method on eight real-world datasets.

cs.LG

Measuring the Value of World-Model Updates: A Counterfactual Utility Protocol for Continual Adaptation

Continual world models must decide whether new data justify changing the model. Fixed replay schedules and prediction-error triggers specify when to update, but neither reveals the value of an individual update: one deployment run cannot show how the same model would have performed at that moment had it held its parameters. We introduce the fork ledger, which branches a deployment stream at pre-registered decision points into matched update and hold continuations under common random numbers. It evaluates both continuations on the same episodes and records $\Delta R = R_{\mathrm{update}} - R_{\mathrm{hold}}$. Always applying one fixed update mechanism lowers return on all three simulated control tasks: CartPole ($-144.0$; checkpoint-bootstrap $95\%$ CI $[-185.4,-116.1]$, against a converged return near $650$), Walker ($-82.8$; $[-101.1,-61.7]$) and Cheetah ($-18.6$; $[-29.0,-6.6]$). Divergence is an outcome of applying the update, so the estimand counts every attempted fork; restricted to the $693$ of $720$ that did not collapse, CartPole and Walker are unchanged in sign ($-113.4$ and $-82.1$) and Cheetah becomes unresolved ($-3.9$; $[-17.5,+13.0]$). The task is the unit of inference: each contributes $240$ attempted forks over five pretrained checkpoints crossed with two drift directions. The ledger makes counterfactual utility observable for a fixed mechanism, allowing triggers to be judged by the updates they select rather than by surprise detection alone.

cs.LG

When More Is Not Better: Component Anti-Synergy in a P300 Speller

P300 brain-computer interface (BCI) spellers can provide hands-free communication for people with severe motor impairments. Modern pipelines combine multiple individually promising components, often assuming that 'more-is-better'. We tested this assumption using a four-component full-factorial experiment varying the inclusion of Euclidean Alignment (EA), xDAWN spatial filtering, subject calibration, and language model priors on a public P300 dataset. Performance was evaluated using accuracy, repetitions, and information transfer rate (ITR) with mixed-effects models. Results show that the value of components is conditional rather than additive. Calibration was the strongest singular contributor, while EA compensated for its absence in zero-calibration settings. Adding independently useful components could also reduce performance, revealing component anti-synergy. Contrary to conventional wisdom, LM support was not universally beneficial: its effect depends strongly on the strength of the underlying EEG pipeline, while results from a larger LM showed a similar pattern. Together, these findings challenge maximal 'all-on' pipeline design and highlight the value of selecting spatial and language-support components according to the quality of available EEG evidence.

cs.LG