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arXiv · 2404.01436

Convergence Guarantees for RMSProp and Adam in Generalized-smooth Non-convex Optimization with Affine Noise Variance

Qi Zhang·Yi Zhou·Shaofeng Zou
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Abstract

This paper provides the first tight convergence analyses for RMSProp and Adam in non-convex optimization under the most relaxed assumptions of coordinate-wise generalized smoothness and affine noise variance. We first analyze RMSProp, which is a special case of Adam with adaptive learning rates but without first-order momentum. Specifically, to solve the challenges due to dependence among adaptive update, unbounded gradient estimate and Lipschitz constant, we demonstrate that the first-order term in the descent lemma converges and its denominator is upper bounded by a function of gradient norm. Based on this result, we show that RMSProp with proper hyperparameters converges to an $ε$-stationary point with an iteration complexity of $\mathcal O(ε^{-4})$. We then generalize our analysis to Adam, where the additional challenge is due to a mismatch between the gradient and first-order momentum. We develop a new upper bound on the first-order term in the descent lemma, which is also a function of the gradient norm. We show that Adam with proper hyperparameters converges to an $ε$-stationary point with an iteration complexity of $\mathcal O(ε^{-4})$. Our complexity results for both RMSProp and Adam match with the complexity lower bound established in \cite{arjevani2023lower}.

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Qi Zhang, Yi Zhou, Shaofeng Zou. 2025-03-08. Convergence Guarantees for RMSProp and Adam in Generalized-smooth Non-convex Optimization with Affine Noise Variance. https://arxiv.org/abs/2404.01436

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