A theoretical and empirical study of new adaptive algorithms with additional momentum steps and shifted updates for stochastic non-convex optimization

Cristian Daniel Alecsa ()
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Cristian Daniel Alecsa: Technical University of Cluj-Napoca

Journal of Global Optimization, 2025, vol. 93, issue 1, No 5, 113-173

Abstract: Abstract It is known that adaptive optimization algorithms represent the key pillar behind the rise of the machine learning field. In the optimization literature numerous studies have been devoted to accelerated gradient methods but only recently adaptive iterative techniques were analyzed from a theoretical point of view. In the present paper we introduce new adaptive algorithms endowed with momentum terms for stochastic non-convex optimization problems. Our purpose is to show a deep connection between accelerated methods endowed with different inertial steps and AMSGrad-type momentum methods. Our methodology is based on the framework of stochastic and possibly non-convex objective mappings, along with some assumptions that are often used in the investigation of adaptive algorithms. In addition to discussing the finite-time horizon analysis in relation to a certain final iteration and the almost sure convergence to stationary points, we shall also look at the worst-case iteration complexity. This will be followed by an estimate for the expectation of the squared Euclidean norm of the gradient. Various computational simulations for the training of neural networks are being used to support the theoretical analysis. For future research we emphasize that there are multiple possible extensions to our work, from which we mention the investigation regarding non-smooth objective functions and the theoretical analysis of a more general formulation that encompasses our adaptive optimizers in a stochastic framework.

Keywords: Adaptive algorithms; Stochastic non-convex optimization; Adam; AMSGrad; Accelerated gradient methods (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10898-025-01518-0

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