arXiv:2511.06675math.OCcs.LG2025-11被引 6

揭示Adam优化器收敛的对称性条件,解释为何它在非对称数据下会失效

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

  • 证明Adam在强凸问题中收敛速率与学习率平方根、小批量大小、二阶矩参数有关
  • 发现Adam仅在数据对称分布时才能收敛到最优解,否则不收敛
  • 通过数值实验验证理论结果,适合研究优化算法的学者参考

除标准随机梯度下降(SGD)外,Adam优化器(Kingma & Ba, 2014)是当前人工智能系统训练深度神经网络最知名的方法之一。尽管广泛使用,但对Adam的严格收敛分析仍是开放问题,尤其在强凸单目标优化问题(SOPs)类中。本文主要成果之一是建立了Adam在强凸SOPs下的收敛速率:关于梯度步数为1/2阶(相对于学习率),关于小批量大小为1阶,关于二阶矩参数与1的距离也为1阶。另一核心成果称为“Adam对称性定理”:针对一类简单二次强凸SOP,证明Adam在迭代次数趋于无穷时收敛到最优解(即目标函数唯一最小值点),当且仅当SOP中的随机变量(即数据)服从对称分布。特别地,在通常情况下数据非对称分布时,本文反例证明Adam不会收敛到最优解。我们还通过多个数值模拟补充分析,验证了收敛速率的紧致性,并展示了“Adam对称性定理”揭示现象在实际中的表现。

原文摘要 · Abstract (English)

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}.

优化算法收敛分析Adam对称性

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