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A bounded periodic gradient sequence with divergent Adam iterates

Statement

For Adam with β1=0, β2=1/2, η=1, and ϵ=1/100, feed the repeated affine losses 5x/2,−x,−x from x1=0. Every gradient has magnitude at most 5/2, but the terminal subsequence x3k+1 tends to +∞; for every k≥2, its cycle drift is at least 7295/90804.

Facts & Assumptions

Given: The update and loss sequence in the Statement.

[F1]

Bias-corrected Adam update: Adam's bias-corrected moments and coordinate update are defined for the fixed parameters in the Statement.

[F2]

Adam diverges on a periodic bounded-gradient loss sequence: this exact loss sequence and parameter choice give cycle drift at least 7295/90804>0 for every cycle k≥2 and hence an unbounded terminal subsequence.

[F3]

Convex and strictly convex functions on Euclidean convex sets: affine losses satisfy the convex segment inequality.

[F4]

Every complete ordered field is Archimedean: for every real R there is a natural integer N≥1 with R<N.

[F5]

Sign rules for products and monotonicity of multiplication: multiplication by a positive real preserves strict order.

Proof

Given: The finite-prefix online loss sequence in the Statement.

1.1F1F3givenalgebra

Each loss is affine, so direct substitution in [F3] verifies convexity. Its derivative is respectively 5/2,−1,−1, all of magnitude at most 5/2; the updates are the bias-corrected Adam updates [F1].

2.1F2F4F5step 1.1givenalgebrainduction∎

The gradients and parameters in step 1.1 are the specified inputs of [F2]. Let δ=7295/90804>0; its cycle calculation gives x3(k+1)+1−x3k+1≥δ for every k≥2. With Xk=x3k+1, induction gives X2+r≥X2+rδ for every natural r≥0. For any real M, [F4] supplies a natural N≥1 with (M−X2)/δ<N. Since δ>0, [F5] gives X2+Nδ>M, and then every r≥N satisfies X2+r≥X2+Nδ>M. This is exactly convergence of the terminal subsequence to +∞, after its first two cycles.

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