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In the paper ADAM they explain how the optimizer work in algorithm 1. In the last step of the while loop they update the parameters with

$$ \theta_{t+1} = \theta_{t} + \alpha \frac{\hat{m}_t}{(\sqrt{\hat{v}}_t - \epsilon)}$$

where $\alpha \in \mathbb{R}$ and I suppose $\theta, \hat{m}_t, \hat{v}_t,\epsilon \in \mathbb{R}^n$ for some $n$. They do not specify the calculation procedure for $\frac{\hat{m}_t}{(\sqrt{\hat{v}}_t - \epsilon)}$. I suppose everything is done element wise but I'm not sure since they specify how they calculate the square gradient by the element wise operation but not the last step.

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You are correct, at the top of Algorithm 1 they mention that "All operations on vectors are element-wise".

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  • $\begingroup$ gosh how could I miss that! $\endgroup$
    – Don Juan
    Commented Jun 5, 2017 at 0:31

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