Concept

Adam (Deep Learning Optimization Algorithm) Mathematical Implementation

Mt=β1Mt1+(1β1)J(Wt)1(β1)tM^{t} = \frac { \beta_{1} M^{t-1} + (1 - \beta_{1} ) \nabla J(W^{t})} { 1 - (\beta_{1})^{t}}

Vt=β2Vt1+(1β2)J2(Wt)1(β2)tV^{t} = \frac { \beta_{2} V^{t-1} + (1 - \beta_{2} ) \nabla J^2(W^{t})} { 1 - (\beta_{2})^{t}}

Wt=Wt1αVt+ϵMtW^{t} = W^{t-1} - \frac{\alpha}{\sqrt{V^{t} + \epsilon}} M^{t}


$1 - (\beta_{2})^{t} and $1 - (\beta_{1})^{t} are used in order to normalize both matrices, as the authors of the algorithm noticed that M and V go to zero very fast.

MtM^{t} - helper matrix that is similar to what we used for the momentum but normalized.

VtV^{t} - helper matrix that is similar to what we used for the RMSprop but normalized.

β1,β2\beta_{1}, \beta_{2} - the terms identical to the ones in momentum and RMSprop (usually β1=0.9,β2=0.999\beta_{1}=0.9, \beta_{2}=0.999).

WtW^{t} - the parameters

α\alpha - starting learning rate (usually something around 0.001).

ϵ\epsilon - it is just to avoid division by zero (usually around 1e-8). The same principle applies to the bias parameters

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Updated 2020-11-16

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Data Science