UAdam: Unified Adam-Type Algorithmic Framework for Nonconvex Optimization

Adam-type algorithms have become a preferred choice for optimization in the deep learning setting; however, despite their success, their convergence is still not well understood. To this end, we introduce a unified framework for Adam-type algorithms, termed UAdam. It is equipped with a general form of the second-order moment, which makes it possible to include Adam and its existing and future variants as special cases, such as NAdam, AMSGrad, AdaBound, AdaFom, and Adan. The approach is supported by a rigorous convergence analysis of UAdam in the general nonconvex stochastic setting, showing that UAdam converges to the neighborhood of stationary points with a rate of O(1/T). Furthermore, the size of the neighborhood decreases as the parameter β1 increases. Importantly, our analysis only requires the first-order momentum factor to be close enough to 1, without any restrictions on the second-order momentum factor. Theoretical results also reveal the convergence conditions of vanilla Adam, together with the selection of appropriate hyperparameters. This provides a theoretical guarantee for the analysis, applications, and further developments of the whole general class of Adam-type algorithms. Finally, several numerical experiments are provided to support our theoretical findings.