AdaShift: Decorrelation and Convergence of Adaptive Learning Rate Methods

Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in practice. In this paper, we provide new insight into the non-convergence issue of Adam as well as other adaptive learning rate methods. We argue that there exists an inappropriate correlation between gradient gt and the second-moment term vt in Adam (t is the timestep), which results in that a large gradient is likely to have small step size while a small gradient may have a large step size. We demonstrate that such biased step sizes are the fundamental cause of non-convergence of Adam, and we further prove that decorrelating vt and gt will lead to unbiased step size for each gradient, thus solving the non-convergence problem of Adam. Finally, we propose AdaShift, a novel adaptive learning rate method that decorrelates vt and gt by temporal shifting, i.e., using temporally shifted gradient gt-n to calculate vt. The experiment results demonstrate that AdaShift is able to address the non-convergence issue of Adam, while still maintaining a competitive performance with Adam in terms of both training speed and generalization.