On Convergence of Adam for Stochastic Optimization under Relaxed Assumptions

In this paper, we study Adam in non-convex smooth scenarios with potential unbounded gradients and affine variance noise. We consider a general noise model which governs affine variance noise, bounded noise, and sub-Gaussian noise. We show that Adam with a specific hyper-parameter setup can find a stationary point with a \mathcal{O}(\text{poly}(\log T)/\sqrt{T}) rate in high probability under this general noise model where T denotes total number iterations, matching the lower rate of stochastic first-order algorithms up to logarithm factors. We also provide a probabilistic convergence result for Adam under a generalized smooth condition which allows unbounded smoothness parameters and has been illustrated empirically to capture the smooth property of many practical objective functions more accurately.