Adaptive Runge-Kutta Step Control Buys Training Loss, Not Generalization: An Honest Compute-Matched Study of RK-Adam Optimizers
Interpreting optimizers as gradient-flow discretizations has motivated applying higher-order Runge-Kutta (RK) integrators to neural networks. We build a representative Adam variant (Bogacki-Shampine 3(2) RK pair, FSAL reuse, local-error step control) and evaluate it under a strict compute-matched protocol giving every method the same gradient-evaluation budget - an accounting this literature rarely enforces. Under it the RK variant loses to plain Adam on training loss in both minibatch and full-batch (RK's best-case) training. Instrumenting it shows the "adaptivity" is illusory: normalized error stays far below tolerance, the step size pins at its growth cap from step one (98-100 percent of steps), and no rtol x hmax x h0 setting makes it act; tolerances spanning 100x give bit-identical trajectories. The method is exactly fixed-step Adam with an averaged gradient at 3-4x cost. Repairing it (true reject branch; error on the applied map) reverses the full-batch result - about 40x lower training loss than tuned Adam - and a fixed-step control isolates adaptivity (an emergent warmup-and-growth schedule) as the mechanism. But the gain is fragile to the initial step size and does not reach test accuracy. A pre-registered follow-up rules out the obvious explanations: deeper minimization does not overfit, and an explicit temperature knob only hurts - leaving a trajectory effect, the controller selecting a minimum generalizing 1.3-3.4 points below first-order descent at equal depth. An n=10 study confirms one secondary effect: gradient averaging is a genuine implicit regularizer, beating lr-matched Adam and AdamW on 10/10 seeds - yet RMSprop and NAdam match or beat it at a third the per-step cost. Higher-order adaptive integration buys deeper deterministic minimization and a small regularization effect, but nothing a cheaper, well-tuned first-order baseline does not already provide.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options
We propose an adaptive and explicit fourth-order Runge-Kutta-Fehlberg method coupled with a fourth-order compact scheme to solve the American put options problem. First, the free boundary problem is converted into a syst…
Instabilities of Super-Time-Stepping Methods on the Heston Stochastic Volatility Model
This note explores in more details instabilities of explicit super-time-stepping schemes, such as the Runge-Kutta-Chebyshev or Runge-Kutta-Legendre schemes, noticed in the litterature, when applied to the Heston stochast…
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
This paper presents the Runge-Kutta-Legendre finite difference scheme, allowing for an additional shift in its polynomial representation. A short presentation of the stability region, comparatively to the Runge-Kutta-Che…
Learning Hamiltonian Systems with Mono-Implicit Runge-Kutta Methods
Numerical integrators could be used to form interpolation conditions when training neural networks to approximate the vector field of an ordinary differential equation (ODE) from data. When numerical one-step schemes suc…
Meta-Learning Runge-Kutta
Initial value problems, i.e. differential equations with specific, initial conditions, represent a classic problem within the field of ordinary differential equations(ODEs). While the simplest types of ODEs may have clos…
Meta-LearningNumerical Integration