On the SDEs and Scaling Rules for Adaptive Gradient Algorithms
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Abstract (arXiv)
Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD. Analogous study of adaptive gradient methods, such as RMSprop and Adam, has been challenging because there were no rigorously proven SDE approximations for these methods. This paper derives the SDE approximations for RMSprop and Adam, giving theoretical guarantees of their correctness as well as experimental validation of their applicability to common large-scaling vision and language settings. A key practical result is the derivation of a textitsquare root scaling rule to adjust the optimization hyperparameters of RMSprop and Adam when changing batch size, and its empirical validation in deep learning settings.
Key facts. Cited by 104 papers in the map (data through 14 Oct 2026). Builds on 32 of its 52 references that are in the map. First posted on arXiv 20 May 2022.
Builds on
32 of 52 references.
References · 32
- 2015Deep Residual Learning for Image Recognitioncited by 52,096
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- 2019RoBERTa: A Robustly Optimized BERT Pretraining Approachcited by 13,372
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- 2016Pointer Sentinel Mixture Modelscited by 3,096
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- 2015Aligning Books and Movies: Towards Story-like Visual Explanations by Watching Movies and Reading Bookscited by 1,043
- 2019On the Convergence of Adam and Beyondcited by 841
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- 2019Large Batch Optimization for Deep Learning: Training BERT in 76 minutescited by 674
- 2020AdaBelief Optimizer: Adapting Stepsizes by the Belief in Observed Gradientscited by 283
- 2017Train longer, generalize better: closing the generalization gap in large batch training of neural networkscited by 279
- 2017Three Factors Influencing Minima in SGDcited by 273
- 2014One weird trick for parallelizing convolutional neural networkscited by 264
- 2019A Tail-Index Analysis of Stochastic Gradient Noise in Deep Neural Networkscited by 214
- 2019Adaptive Gradient Methods with Dynamic Bound of Learning Ratecited by 183
- 2020Towards Theoretically Understanding Why SGD Generalizes Better Than ADAM in Deep Learningcited by 126
- 2019An Exponential Learning Rate Schedule for Deep Learningcited by 121
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- 2020Neural Mechanics: Symmetry and Broken Conservation Laws in Deep Learning Dynamicscited by 96
- 2018Closing the Generalization Gap of Adaptive Gradient Methods in Training Deep Neural Networkscited by 90
- 2021How to Train BERT with an Academic Budgetcited by 80
- 2021On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs)cited by 73
- 2020Reconciling Modern Deep Learning with Traditional Optimization Analyses: The Intrinsic Learning Ratecited by 59
- 2020Learning Rates as a Function of Batch Size: A Random Matrix Theory Approach to Neural Network Trainingcited by 50
- 2018Quasi-hyperbolic momentum and Adam for deep learningcited by 48
- 2020Adaptive Inertia: Disentangling the Effects of Adaptive Learning Rate and Momentumcited by 40
- 2020A Qualitative Study of the Dynamic Behavior for Adaptive Gradient Algorithmscited by 33
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Citing papers per year: 2022: 4; 2023: 11; 2024: 16; 2025: 35; 2026: 38.
104 papers.
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