Implement one update step of the Adam optimizer. Given current parameter(s), gradient(s), and running first/second moments, return the updated parameter(s) and updated moments.
Step 1: Update First Moment
mt=β1⋅mt−1+(1−β1)⋅gtStep 2: Update Second Moment
vt=β2⋅vt−1+(1−β2)⋅gt2Step 3: Bias Correction
m^t=1−β1tmt,v^t=1−β2tvtStep 4: Parameter Update
θt=θt−1−α⋅v^t+ϵm^tWhere: \u03b8 = parameters, m = first moment, v = second moment, g = gradients, \u03b1 = learning rate, t = timestep (1-based)
Input: param=[1.0, 2.0], m=[0, 0], v=[0, 0], grad=[0, 0], t=1, lr=0.001
Output: ([1.0, 2.0], [0.0, 0.0], [0.0, 0.0])
Input: param=[0.0], m=[0], v=[0], grad=[0.1], t=1, lr=0.001
Output: ([-0.001], [0.01], [0.00001])
Update m and v first before computing bias-corrected m̂ and v̂.
Use 1-based t in bias correction (1 - β^t) and ensure ε is added in the denominator for numerical stability.
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Implement one update step of the Adam optimizer. Given current parameter(s), gradient(s), and running first/second moments, return the updated parameter(s) and updated moments.
Step 1: Update First Moment
mt=β1⋅mt−1+(1−β1)⋅gtStep 2: Update Second Moment
vt=β2⋅vt−1+(1−β2)⋅gt2Step 3: Bias Correction
m^t=1−β1tmt,v^t=1−β2tvtStep 4: Parameter Update
θt=θt−1−α⋅v^t+ϵm^tWhere: \u03b8 = parameters, m = first moment, v = second moment, g = gradients, \u03b1 = learning rate, t = timestep (1-based)
Input: param=[1.0, 2.0], m=[0, 0], v=[0, 0], grad=[0, 0], t=1, lr=0.001
Output: ([1.0, 2.0], [0.0, 0.0], [0.0, 0.0])
Input: param=[0.0], m=[0], v=[0], grad=[0.1], t=1, lr=0.001
Output: ([-0.001], [0.01], [0.00001])
Update m and v first before computing bias-corrected m̂ and v̂.
Use 1-based t in bias correction (1 - β^t) and ensure ε is added in the denominator for numerical stability.
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