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Adam: A Method for Stochastic Optimization

Paper · 2014 · Diederik P. Kingma and Jimmy Ba

Summary

Training large models on noisy, minibatch-based objectives needs a first-order optimizer that is cheap, light on memory, and robust to gradient scale, sparse gradients and objectives that drift over time. Kingma and Ba propose Adam (adaptive moment estimation). For each parameter it keeps two exponential moving averages: one of the gradient and one of its elementwise square. The update divides the first by the square root of the second, so every parameter gets its own effective learning rate. Both averages start at zero and are therefore biased toward zero early in training. The authors derive a simple fix: divide each average by one minus its decay rate raised to the step count. They show that the effective step is roughly capped by the stepsize hyperparameter. It also stays the same when gradients are rescaled and shrinks on its own when the gradient direction is uncertain. In the online convex setting they prove an O(√T) regret bound, comparable to the best known results. Empirically, Adam compares favorably with other stochastic optimizers. The method combines strengths of AdaGrad and RMSProp, and a variant called AdaMax uses the infinity norm.

Key points

  • Suggested defaults for the tested problems are α = 0.001, β1 = 0.9, β2 = 0.999 and ε = 10^-8. All operations are element-wise.
  • Bias correction divides m_t by (1 − β1^t) and v_t by (1 − β2^t). Without it, early steps would be much too large, especially for sparse gradients where β2 must be close to 1.
  • The effective step |Δt| is approximately bounded by α. A looser bound of α·(1 − β1)/√(1 − β2) applies only in the extreme sparse case.
  • The convergence analysis follows Zinkevich's online learning framework. It assumes bounded gradients and bounded parameter distances, a learning rate α_t = α/√t, and β1,t = β1·λ^(t−1) with λ typically close to 1 (e.g. 1 − 10^-8). The resulting regret is O(√T).
  • The design aims to merge AdaGrad (good with sparse gradients) and RMSProp (good for on-line, non-stationary settings). A cheaper ordering of the computation folds the bias corrections into a per-step stepsize.

Interesting ideas

  • I1. Any running average that starts from zero is biased low at the beginning, and dividing by one minus the decay rate to the power of the step count removes this cheaply and exactly under stationarity.
  • I2. The ratio of mean gradient to its root-mean-square works like a signal-to-noise measure, so updates automatically become small where evidence is inconsistent, giving annealing for free.
  • I3. Normalizing by the second moment makes the step size independent of gradient scale, so the single knob α acts as a trust-region radius whose order of magnitude can be chosen in advance.
  • I4. Scoring an online learner by regret, meaning its cumulative loss minus that of the best fixed choice in hindsight, measures how fast adaptation pays off rather than only the final quality.

For Mova

How these ideas could serve Mova, our small open language model — its files, stages and tests:

  • I1 (learn): Running estimates of witness-parser agreement or LLM-teacher accuracy could get this correction, so early silver-data batches are not wrongly judged as low-agreement.
  • I2 (tree): The perceptron parser could scale each feature's update by how consistent its update sign has been, damping features that flip between correct and wrong attachments.
  • I3 (tree): Training gparse with this property means one stepsize setting can transfer across treebanks and loss mixtures without retuning for each UD dialect conversion.
  • I4 (learn): Self-induced repair rules learned online could be judged against the best fixed rule set chosen afterwards, exposing rules that only help after they are frozen.

Our summary of the paper, in our own words — not its text. The work belongs to its authors; read it at the links above.

 Institutions

 Fields, topics and concepts

Cite

Cite as Diederik P. Kingma and Jimmy Ba. 2014. Adam: A Method for Stochastic Optimization. arXiv:1412.6980.

The paper itself, not this page. BibTeX from the library's record of the work. DOI 10.48550/arxiv.1412.6980 · arXiv 1412.6980

@misc{kingma2014adam,
  title = {{Adam: A Method for Stochastic Optimization}},
  author = {Diederik P. Kingma and Jimmy Ba},
  year = {2014},
  doi = {10.48550/arxiv.1412.6980},
  eprint = {1412.6980},
  archivePrefix = {arXiv},
  url = {https://doi.org/10.48550/arxiv.1412.6980}
}

References

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