1. A Control Theoretic Framework for Adaptive Gradient Optimizers in Machine Learning
- Author
-
Chakrabarti, Kushal and Chopra, Nikhil
- Subjects
Computer Science - Machine Learning ,Electrical Engineering and Systems Science - Systems and Control ,Mathematics - Optimization and Control ,Statistics - Machine Learning - Abstract
Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been proposed to enhance Adam's poor generalization ability compared to the classical stochastic gradient method. This paper develops a generic framework for adaptive gradient methods that solve non-convex optimization problems. We first model the adaptive gradient methods in a state-space framework, which allows us to present simpler convergence proofs of adaptive optimizers such as AdaGrad, Adam, and AdaBelief. We then utilize the transfer function paradigm from classical control theory to propose a new variant of Adam, coined AdamSSM. We add an appropriate pole-zero pair in the transfer function from squared gradients to the second moment estimate. We prove the convergence of the proposed AdamSSM algorithm. Applications on benchmark machine learning tasks of image classification using CNN architectures and language modeling using LSTM architecture demonstrate that the AdamSSM algorithm improves the gap between generalization accuracy and faster convergence than the recent adaptive gradient methods.
- Published
- 2022