# A Unified Analysis of AdaGrad with Weighted Aggregation and Momentum Acceleration

arXiv: https://arxiv.org/abs/1808.03408 · HTML: https://mlsanity.com/paper/1808.03408/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 10 Aug 2018.

## Built on by (most cited first, 15 of 15)

- [Generalization to New Sequential Decision Making Tasks with In-Context Learning](https://mlsanity.com/paper/2312.03801/) (2023)
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- [Provable Complexity Improvement of AdaGrad over SGD: Upper and Lower Bounds in Stochastic Non-Convex Optimization](https://mlsanity.com/paper/2406.04592/) (2024)
- [Revisiting Convergence of AdaGrad with Relaxed Assumptions](https://mlsanity.com/paper/2402.13794/) (2024)
- [Convergence of Adam for Non-convex Objectives: Relaxed Hyperparameters and Non-ergodic Case](https://mlsanity.com/paper/2307.11782/) (2023)
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- [DiSK: Differentially Private Optimizer with Simplified Kalman Filter for Noise Reduction](https://mlsanity.com/paper/2410.03883/) (2024)
- [High Probability Convergence of Adam Under Unbounded Gradients and Affine Variance Noise](https://mlsanity.com/paper/2311.02000/) (2023)
- [Towards Understanding Adam Convergence on Highly Degenerate Polynomials](https://mlsanity.com/paper/2603.09581/) (2026)
- [LightSAM: Parameter-Agnostic Sharpness-Aware Minimization](https://mlsanity.com/paper/2505.24399/) (2025)
- [Uniform a priori bounds and error analysis for the Adam stochastic gradient descent optimization method](https://mlsanity.com/paper/2603.18899/) (2026)
- [Statistical Inference for Online Algorithms](https://mlsanity.com/paper/2505.17300/) (2025)
- [Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters](https://mlsanity.com/paper/2506.11904/) (2025)
- [Formal guarantees for heuristic optimization algorithms used in machine learning](https://mlsanity.com/paper/2208.00502/) (2022)

## Abstract (arXiv)

Integrating adaptive learning rate and momentum techniques into SGD leads to a large class of efficiently accelerated adaptive stochastic algorithms, such as AdaGrad, RMSProp, Adam, AccAdaGrad, textitetc. In spite of their effectiveness in practice, there is still a large gap in their theories of convergences, especially in the difficult non-convex stochastic setting. To fill this gap, we propose weighted AdaGrad with unified momentum, dubbed AdaUSM, which has the main characteristics that (1) it incorporates a unified momentum scheme which covers both the heavy ball momentum and the Nesterov accelerated gradient momentum; (2) it adopts a novel weighted adaptive learning rate that can unify the learning rates of AdaGrad, AccAdaGrad, Adam, and RMSProp. Moreover, when we take polynomially growing weights in AdaUSM, we obtain its O(log(T)/√T) convergence rate in the non-convex stochastic setting. We also show that the adaptive learning rates of Adam and RMSProp correspond to taking exponentially growing weights in AdaUSM, thereby providing a new perspective for understanding Adam and RMSProp. Lastly, comparative experiments of AdaUSM against SGD with momentum, AdaGrad, AdaEMA, Adam, and AMSGrad on various deep learning models and datasets are also carried out.
