# Generalized AdaGrad (G-AdaGrad) and Adam: A State-Space Perspective

arXiv: https://arxiv.org/abs/2106.00092 · HTML: https://mlsanity.com/paper/2106.00092/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 31 references that are in the map.
- First posted on arXiv 31 May 2021.

## Builds on (most cited first, 17 of 17)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Deep contextualized word representations](https://mlsanity.com/paper/1802.05365/) (2018)
- [Unsupervised Representation Learning with Deep Convolutional Generative Adversarial Networks](https://mlsanity.com/paper/1511.06434/) (2015)
- [Google's Neural Machine Translation System: Bridging the Gap between Human and Machine Translation](https://mlsanity.com/paper/1609.08144/) (2016)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [On the Convergence of Adam and Beyond](https://mlsanity.com/paper/1904.09237/) (2019)
- [AdaBelief Optimizer: Adapting Stepsizes by the Belief in Observed Gradients](https://mlsanity.com/paper/2010.07468/) (2020)
- [The Marginal Value of Adaptive Gradient Methods in Machine Learning](https://mlsanity.com/paper/1705.08292/) (2017)
- [AdaGrad stepsizes: Sharp convergence over nonconvex landscapes](https://mlsanity.com/paper/1806.01811/) (2018)
- [On the Convergence of A Class of Adam-Type Algorithms for Non-Convex Optimization](https://mlsanity.com/paper/1808.02941/) (2018)
- [A Simple Convergence Proof of Adam and Adagrad](https://mlsanity.com/paper/2003.02395/) (2020)
- [On the Convergence of Stochastic Gradient Descent with Adaptive Stepsizes](https://mlsanity.com/paper/1805.08114/) (2018)
- [Convergence and Dynamical Behavior of the ADAM Algorithm for Non-Convex Stochastic Optimization](https://mlsanity.com/paper/1810.02263/) (2018)
- [Convergence guarantees for RMSProp and ADAM in non-convex optimization and an empirical comparison to Nesterov acceleration](https://mlsanity.com/paper/1807.06766/) (2018)
- [WNGrad: Learn the Learning Rate in Gradient Descent](https://mlsanity.com/paper/1803.02865/) (2018)
- [AdaShift: Decorrelation and Convergence of Adaptive Learning Rate Methods](https://mlsanity.com/paper/1810.00143/) (2018)
- [Iterative Pre-Conditioning for Expediting the Gradient-Descent Method: The Distributed Linear Least-Squares Problem](https://mlsanity.com/paper/2008.02856/) (2020)

## Built on by (most cited first, 2 of 2)

- [A Control Theoretic Framework for Adaptive Gradient Optimizers in Machine Learning](https://mlsanity.com/paper/2206.02034/) (2022)
- [On the Oracle Complexity of Interpolation-Based Gradient Descent](https://mlsanity.com/paper/2606.19878/) (2026)

## Abstract (arXiv)

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent accelerated gradient algorithms are AdaGrad and Adam. AdaGrad is the simplest accelerated gradient method, which is particularly effective for sparse data. Adam has been shown to perform favorably in deep learning problems compared to other methods. In this paper, we propose a new fast optimizer, Generalized AdaGrad (G-AdaGrad), for accelerating the solution of potentially non-convex machine learning problems. Specifically, we adopt a state-space perspective for analyzing the convergence of gradient acceleration algorithms, namely G-AdaGrad and Adam, in machine learning. Our proposed state-space models are governed by ordinary differential equations. We present simple convergence proofs of these two algorithms in the deterministic settings with minimal assumptions. Our analysis also provides intuition behind improving upon AdaGrad's convergence rate. We provide empirical results on MNIST dataset to reinforce our claims on the convergence and performance of G-AdaGrad and Adam.