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It seems the Adaptive Moment Estimation (Adam) optimizer nearly always works better (faster and more reliably reaching a global minimum) when minimising the cost function in training neural nets.

Why not always use Adam? Why even bother using RMSProp or momentum optimizers?

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    $\begingroup$ I don't believe there is any strict, formalized way to support either statement. It's all purely empirical, as error surface is unknown. As a rule of thumb, and purely from m experience, ADAM does well where others fail (instance segmentation), although not without drawbacks (convergence is not monotone) $\endgroup$
    – Alex
    May 8, 2018 at 8:53
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    $\begingroup$ Adam is faster to converge. SGD is slower but generalizes better. So at the end it all depends on your particular circumstances. $\endgroup$
    – agcala
    Mar 21, 2019 at 12:10
  • $\begingroup$ en.wikipedia.org/wiki/No_free_lunch_theorem would seem relevant. Different optimization algorithms work better on different problems, and there is no universally superior one. $\endgroup$
    – endolith
    Nov 28, 2022 at 20:55

2 Answers 2

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Here’s a blog post reviewing an article claiming SGD is a better generalized adapter than ADAM.

There is often a value to using more than one method (an ensemble), because every method has a weakness.

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You should also take a look at this post comparing different gradient descent optimizers. As you can see below Adam is clearly not the best optimizer for some tasks as many converge better.

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    $\begingroup$ Just for the record: In the linked article they mention some of the flaws of ADAM and present AMSGrad as a solution. However, they conclude that whether AMSGrad outperform ADAM in practices is (at the time of writing) non-conclusive. $\endgroup$
    – Lus
    Sep 19, 2019 at 11:24
  • $\begingroup$ this link appears to be offline $\endgroup$ Jul 26, 2022 at 18:17
  • $\begingroup$ @OuttaSpaceTime the link works for me! (not sure if fixed or edited) $\endgroup$
    – tturbo
    Nov 4, 2022 at 10:11
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    $\begingroup$ @tturbo you are right! now it's working. Thanks for pointing this out $\endgroup$ Nov 4, 2022 at 11:21

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