On the Convergence of Adam, Revisited

We show that projected Adam for online optimization with arbitrary moment decay parameters $\beta_1,\beta_2\in[0,1)$ can have average regret bounded away from zero.

A similar result of Reddi-Kale-Kumar from 2018 required $\beta_1<\sqrt{\beta_2}$.

Similar to their result, we use a three-periodic sequence of linear functions on $[-1,1]$ with slopes $c,-1,-1$, though we use $c$ slightly larger than $2$.

This nonzero average regret result extends to Adam variants such as AdamW, RMSProp, NAdam, Adan, AdaMax, Muon, and to an i.i.d. variant of the three-periodic sequence of slopes for Adam.