Rethinking Adam for Time Series Forecasting: A Simple Heuristic to Improve Optimization under Distribution Shifts
arXiv:2603.10095v1 Announce Type: new Abstract: Time-series forecasting often faces challenges from non-stationarity, particularly distributional drift, where the data distribution evolves over time. This dynamic behavior can undermine the effectiveness of adaptive optimizers, such as Adam, which are typically designed for…
