A Proof of Local Convergence for the Adam Optimizer

Abstract

Adaptive Moment Estimation (Adam) is a very popular training algorithm for deep neural networks, implemented in many machine learning frameworks. To the best of the authors knowledge no complete convergence analysis exists for Adam. The contribution of this paper is a method for the local convergence analysis in batch mode for a deterministic fixed training set, which gives necessary conditions for the hyperparameters of the Adam algorithm. Due to the local nature of the arguments the objective function can be non-convex but must be at least twice continuously differentiable.