An input-to-state Lyapunov function is introduced to prove global asymptotic stability of RMSProp for constant step sizes and robustness to arbitrary bounded time-varying step size rules.
Convergence rates of a momentum algo- rithm with bounded adaptive step size for nonconvex optimization
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Global Stability and Step Size Robustness of RMSProp
An input-to-state Lyapunov function is introduced to prove global asymptotic stability of RMSProp for constant step sizes and robustness to arbitrary bounded time-varying step size rules.