We establish the first convergence guarantees for the plain vector-form Adam optimizer under heavy-tailed stochastic noise. While several Adam variants are known to achieve optimal iteration complexity in bounded-variance nonsmooth nonconvex optimization, little is understood about their behavior when stochastic gradients admit only a bounded
p-th central moment for some
p∈(1,2], a setting increasingly observed in modern deep learning. To address this gap, we generalize the recent online-to-nonconvex conversion framework to accommodate heavy-tailed martingale-difference noise. Building on this generalized framework, we develop a discounted regret analysis for Adam, without restrictive parameter coupling. Our results show that Adam converges to
(ρ,ε)-stationary points under heavy-tailed noise. However, it exhibits a suboptimal iteration complexity and
p-dependent convergence, a suboptimality that persists even in the bounded-variance case (
p=2). Specifically, the
ε-dominant term in the iteration complexity for reaching in-expectation stationarity is
T=O(Δρ1/2(G+σ)3p−45pε−(3p−45p+23)) for
p∈(34,2], which simplifies to
T=O(ε−13/2) when
p=2. When the domain radius is known and used to control the online-learner output, a standard setup in related literature, the convergence rate improves to match the optimal complexity. In this case, the
ε-dominant iteration complexity is
T=O(Δρ1/2(G+σ)p−1pε−(p−1p+23)) for
p∈(1,2], which simplifies to
T=O(ε−7/2) when
p=2. These findings provide new theoretical insight into the robustness and limitations of Adam in heavy-tailed regimes.