2020

Adam$^+$: A Stochastic Method with Adaptive Variance Reduction

Liu, Mingrui, Zhang, Wei, Orabona, Francesco et al.

Understand

Adam is a widely used stochastic optimization method for deep learning applications.

  • While practitioners prefer Adam because it requires less parameter tuning, its use is problematic from a theoretical point of view since it may not converge.
  • Variants of Adam have been proposed with provable convergence guarantee, but they tend not be competitive with Adam on the practical performance.
  • In this paper, we propose a new method named Adam$^+$ (pronounced as Adam-plus).

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