Alacaoglu, AhmetMalitsky, YuraMertikopoulos, PanayotisCevher, Volkan2020-06-152020-06-152020-06-152020https://infoscience.epfl.ch/handle/20.500.14299/169299In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter 1 (typically between 0:9 and 0:99). In theory, regret guarantees for online convex optimization require a rapidly decaying 1 ! 0 schedule. We show that this is an artifact of the standard analysis and propose a novel framework that allows us to derive optimal, data-dependent regret bounds with a constant 1, without further assumptions. We also demonstrate the flexibility of our analysis on a wide range of different algorithms and settings.ml-aiA new regret analysis for Adam-type algorithmstext::conference output::conference proceedings::conference paper