提出新型确定性优化方法,实现加速收敛且理论可证。
Deterministic Adam-Inspired Methods with Accelerated Convergence Rate
- 解耦动量与自适应预条件,通过海森修正实现加速机制。
- 离散化后方法收敛率达 O(k⁻²),优于传统Adam。
- 适合追求理论保证的优化算法研究者使用。
Adam 虽广泛使用,但其在确定性全批量设置下的收敛理论仍不完整,因动量与自适应预条件紧密耦合。针对光滑凸目标函数,本文通过变量与算子分裂分离动量变量,揭示了加速机制。随后结合海森驱动修正与基于梯度幅值的Adam式反馈,提出 Adam-HNAG(海森驱动的Nesterov加速梯度带Adam式自适应预条件)动态系统,其能量非负且指数衰减。该系统的离散化得到两种方法:Adam-HNAG 与同步变体 Adam-HNAG-s。在轨迹有界和一致性条件下,两者均满足离散李雅普诺夫收缩;若接受精确自适应步长,则目标值误差收敛率为 O(k⁻²)。数值实验验证了其行为特性。这些结果适用于所提方法,而非原始Adam递推。
原文摘要 · Abstract (English)
Adam is widely used, but its convergence theory remains incomplete even in the deterministic full-batch setting because momentum and adaptive preconditioning are tightly coupled. For smooth convex objectives, we split the momentum variable through variable-and-operator splitting, which reveals the acceleration mechanism. We then combine a Hessian-driven correction with Adam-style feedback based on the gradient magnitude. The resulting Adam-HNAG (Hessian-driven Nesterov accelerated gradient with Adam-style adaptive preconditioning) flow admits a nonnegative energy that decays exponentially. Its discretization yields two methods, Adam-HNAG and the synchronous variant Adam-HNAG-s. Under the stated trajectory-bound and consistency conditions, both methods satisfy a discrete Lyapunov contraction. If the exact adaptive steps are accepted, this contraction gives an $O(k^{-2})$ objective-value bound. Numerical experiments illustrate their behavior. These results apply to the proposed methods, not to the original Adam recursion.
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