cs.AISep 29, 2026

Adam under Generalized Smoothness with Second-Moment-Type Stochastic Gradients

Authors: Ruinan Jin, Difei Cheng, Ling Chen, Jun Luo, Hao Zhou, Youzhi Zhang

Organizations: Mohamed bin Zayed University of Artificial Intelligence · Aerospace Information Technology University · The Ohio State University · JD.com, Inc. · Centre for Artificial Intelligence and Robotics, Hong Kong Institute of Science & Innovation, Chinese Academy of Sciences

Abstract

Adam is widely observed to remain stable even when the objective deviates significantly from global smoothness. Under the generalized smoothness framework, however, existing analyses rely on strong tail assumptions on the stochastic gradients, such as almost-sure boundedness or sub-Gaussianity. Whether Adam converges on generalized smooth objectives under only second moment information on the stochastic gradients, without such concentration assumptions, was identified as an important open direction by Li et al. (2023). This paper gives an affirmative answer under fairly general conditions: such tail assumptions are not necessary. Building on the Adam self-normalization framework of Jin et al. (2026), developed for classical smoothness and bounded variance, we extend the stopping-time and de-preconditioning strategy to the L0L_0-LpL_p generalized smoothness condition and a generalized second moment ABC condition. Even when the stochastic-gradient condition provides only second moment information that may grow along the trajectory, the stochastic trajectory of Adam remains in a locally well-behaved smoothness region, with stretched-exponential tail decay under bounded variance and global smoothness. Consequently, we establish high-probability convergence rate guarantees over the full range p<2p<2, with confidence dependence of order δ−1/2δ^{-1/2}, while the stepsize prefactor depends on δδ only through a single logarithmic factor. We further construct a hard instance showing that, under only second-moment information, this δ−1/2δ^{-1/2}-type confidence dependence is sharp. Finally, in the regime p<1p<1, we combine the trajectory control with polynomial-growth estimates on rare events to obtain convergence rate guarantees in expectation.

Figures & tables

Appendix figures & tables1 asset

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

Jul 29, 2026cs.LG

The Convergence Behavior of Adam under Heavy-Tailed Noise

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 pp-th central moment for some p∈(1,2]p \in (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)(ρ,ε)-stationary points under heavy-tailed noise. However, it exhibits a suboptimal iteration complexity and pp-dependent convergence, a suboptimality that persists even in the bounded-variance case (p=2p=2). Specifically, the εε-dominant term in the iteration complexity for reaching in-expectation stationarity is T=O(Δρ1/2(G+σ)5p3p−4ε−(5p3p−4+32))T=\mathrm{O}\left(Δρ^{1/2}(G+σ)^{\frac{5p}{3p-4}}ε^{-\left(\frac{5p}{3p-4}+\frac{3}{2}\right)}\right) for p∈(43,2]p\in(\frac{4}{3},2], which simplifies to T=O(ε−13/2)T=\mathrm{O}(ε^{-13/2}) when p=2p=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 εε-dominant iteration complexity is T=O(Δρ1/2(G+σ)pp−1ε−(pp−1+32))T=\mathrm{O}\left(Δρ^{1/2}(G+σ)^{\frac{p}{p-1}}ε^{-\left(\frac{p}{p-1}+\frac{3}{2}\right)}\right) for p∈(1,2]p\in(1,2], which simplifies to T=O(ε−7/2)T=\mathrm{O}(ε^{-7/2}) when p=2p=2. These findings provide new theoretical insight into the robustness and limitations of Adam in heavy-tailed regimes.
May 13, 2026math.OC

Adam-SHANG: A Convergent Adam-Type Method for Stochastic Smooth Convex Optimization

We propose Adam-SHANG, a Lyapunov-guided Adam-type method that couples momentum, adaptive preconditioning, and a curvature-aware correction through a more stable lagged-preconditioner update. For stochastic smooth convex optimization, we prove convergence in expectation under an admissible stepsize condition that can always be satisfied by a conservative spectral bound, without imposing global monotonicity on the second-moment sequence. To obtain a less conservative practical rule, we introduce a computable trace-ratio stepsize, motivated by a local coordinatewise alignment condition. The same structural update is also tested beyond the convex setting with simplified parameters. Experiments validate the predicted stochastic decay and show competitive training performance against Adam and AdamW on deep learning tasks.
May 15, 2026math.OC

Stochastic Non-Smooth Convex Optimization with Unbounded Gradients

Much of the existing theory on first-order non-smooth optimization is built on a restrictive assumption that the gradients of the objective function are uniformly bounded. We introduce a much more realistic class of generalized Lipschitz functions, where the gradient norms are bounded by an affine function of the optimality gap. We then ask a natural question: what algorithm achieves the best global convergence rates for solving convex stochastic generalized Lipschitz optimization problems? To address this, we develop a new convergence analysis for several existing algorithms and find that AdamW with clipped updates, provably outperforms other popular stochastic optimization methods, such as SGD and AdaGrad. Moreover, our analysis establishes the critical role of AdamW's exponentially weighted gradient accumulation, as opposed to simple averaging. We further show that clipped AdamW is universal and achieves improved rates under the popular generalized smoothness assumption, analyze the convergence of clipped AdamW with diagonal and matrix preconditioners, and extend our results to the quasar-convex setting.