Modeling AdaGrad, RMSProp, and Adam with Integro-Differential Equations
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Abstract (arXiv)
In this paper, we propose a continuous-time formulation for the AdaGrad, RMSProp, and Adam optimization algorithms by modeling them as first-order integro-differential equations. We perform numerical simulations of these equations, along with stability and convergence analyses, to demonstrate their validity as accurate approximations of the original algorithms. Our results indicate a strong agreement between the behavior of the continuous-time models and the discrete implementations, thus providing a new perspective on the theoretical understanding of adaptive optimization methods.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 14 of its 34 references that are in the map. First posted on arXiv 14 Nov 2024.
Builds on
14 of 34 references.
References · 14
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2 more
- 2021Noether Networks: Meta-Learning Useful Conserved Quantitiescited by 26
- 2016Stochastic Gradient Descent in Continuous Timecited by 14
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Citing papers per year: 2025: 2; 2026: 4.
6 papers.
- 2025Deep Probabilistic Modeling of User Behavior for Anomaly Detection via Mixture Density Networkscited by 6
- 2026From Adam to Adam-Like Lagrangians: Second-Order Nonlocal Dynamicscited by 1
- 2026Deterministic Adam-Inspired Methods with Accelerated Convergence Ratecited by 1
- 2026Adam-SHANG: A Convergent Adam-Type Method for Stochastic Smooth Convex Optimizationcited by 1
- 2025Rolling Ball Optimizer: Learning by ironing out loss landscape wrinklescited by 0
- 2026Particle-based Generalised Stochastic Optimisationcited by 0
- 2026Particle-based Generalised Stochastic Optimisation3 Aug 2026
- 2026Adam-SHANG: A Convergent Adam-Type Method for Stochastic Smooth Convex Optimization13 May 2026
- 2026Deterministic Adam-Inspired Methods with Accelerated Convergence Rate9 Apr 2026
- 2026From Adam to Adam-Like Lagrangians: Second-Order Nonlocal Dynamics9 Feb 2026
- 2025Rolling Ball Optimizer: Learning by ironing out loss landscape wrinkles26 May 2025
- 2025Deep Probabilistic Modeling of User Behavior for Anomaly Detection via Mixture Density Networks13 May 2025