详细描述

The class implements the RmsProp method.

\[ \begin{array}{l} g_\theta=(1-\lambda){(\frac{ \partial f(\cdot) }{\partial \theta })}^2+\lambda g_\theta\\ d_\theta=\alpha\frac{1}{\sqrt{g_\theta+\epsilon}}\frac{ \partial f(\cdot) }{\partial \theta }\\ \end{array} \]

where \( \frac{ \partial f(\cdot) }{\partial \theta } \) is a negative descend direction (eg, gradient) wrt \(\theta\), \(\lambda\) is a decay factor, \(\epsilon\) is used to avoid dividing by 0, \( \alpha \) is a build-in learning rate \(d_\theta\) is a corrected negative descend direction.

where \(\lambda\) is a learning rate.

在文件 RmsPropUpdater.h 第 56 行定义.

类 RmsPropUpdater 继承关系图:

[图例]

Public 成员函数
	RmsPropUpdater ()

	RmsPropUpdater (float64_t learning_rate, float64_t epsilon, float64_t decay_factor)

virtual	~RmsPropUpdater ()

virtual void	set_learning_rate (float64_t learning_rate)

virtual void	set_epsilon (float64_t epsilon)

virtual void	set_decay_factor (float64_t decay_factor)

virtual void	update_context (CMinimizerContext *context)

virtual void	load_from_context (CMinimizerContext *context)

virtual void	update_variable (SGVector< float64_t > variable_reference, SGVector< float64_t > raw_negative_descend_direction, float64_t learning_rate)

virtual void	set_descend_correction (DescendCorrection *correction)

virtual bool	enables_descend_correction ()

Protected 成员函数
virtual float64_t	get_negative_descend_direction (float64_t variable, float64_t gradient, index_t idx, float64_t learning_rate)

Protected 属性
float64_t	m_build_in_learning_rate

float64_t	m_epsilon

float64_t	m_decay_factor

SGVector< float64_t >	m_gradient_accuracy

DescendCorrection *	m_correction

构造及析构函数说明

RmsPropUpdater ( )

在文件 RmsPropUpdater.cpp 第 36 行定义.

RmsPropUpdater	(	float64_t	learning_rate,
		float64_t	epsilon,
		float64_t	decay_factor
	)

Parameterized Constructor

参数

learning_rate	learning_rate
epsilon	epsilon
decay_factor	decay_factor

在文件 RmsPropUpdater.cpp 第 42 行定义.

~RmsPropUpdater ( )

virtual

在文件 RmsPropUpdater.cpp 第 73 行定义.

成员函数说明

virtual bool enables_descend_correction ( )

virtualinherited

Do we enable descend correction?

返回: whether we enable descend correction

在文件 DescendUpdaterWithCorrection.h 第 145 行定义.

float64_t get_negative_descend_direction	(	float64_t	variable,
		float64_t	gradient,
		index_t	idx,
		float64_t	learning_rate
	)

protectedvirtual

Get the negative descend direction given current variable and gradient

It will be called at update_variable()

参数

variable	current variable (eg, \(\theta\))
gradient	current gradient (eg, \( \frac{ \partial f(\cdot) }{\partial \theta }\))
idx	the index of the variable
learning_rate	learning rate (for RmsProp, learning_rate is NOT used because there is a build-in learning_rate)

返回: negative descend direction (that is, \(d_\theta\))

实现了 DescendUpdaterWithCorrection.

在文件 RmsPropUpdater.cpp 第 107 行定义.

void load_from_context ( CMinimizerContext * context )

virtual

Return a context object which stores mutable variables Usually it is used in serialization.

This method will be called by FirstOrderMinimizer::load_from_context(CMinimizerContext* context)

返回: a context object

重载 DescendUpdaterWithCorrection .

在文件 RmsPropUpdater.cpp 第 96 行定义.

void set_decay_factor ( float64_t decay_factor )

virtual

Set decay_factor

参数

decay_factor decay factor

在文件 RmsPropUpdater.cpp 第 65 行定义.

virtual void set_descend_correction ( DescendCorrection * correction )

virtualinherited

Set the type of descend correction

参数

correction the type of descend correction

在文件 DescendUpdaterWithCorrection.h 第 135 行定义.

void set_epsilon ( float64_t epsilon )

virtual

Set epsilon

参数

epsilon epsilon

在文件 RmsPropUpdater.cpp 第 58 行定义.

void set_learning_rate ( float64_t learning_rate )

virtual

Set learning rate

参数

learning_rate learning rate

在文件 RmsPropUpdater.cpp 第 51 行定义.

void update_context ( CMinimizerContext * context )

virtual

Update a context object to store mutable variables

This method will be called by FirstOrderMinimizer::save_to_context()

参数

context a context object

重载 DescendUpdaterWithCorrection .

在文件 RmsPropUpdater.cpp 第 84 行定义.

void update_variable	(	SGVector< float64_t >	variable_reference,
		SGVector< float64_t >	raw_negative_descend_direction,
		float64_t	learning_rate
	)

virtual

Update the target variable based on the given negative descend direction

Note that this method will update the target variable in place. This method will be called by FirstOrderMinimizer::minimize()

参数

variable_reference	a reference of the target variable
raw_negative_descend_direction	the negative descend direction given the current value
learning_rate	learning rate

重载 DescendUpdaterWithCorrection .

在文件 RmsPropUpdater.cpp 第 119 行定义.

类成员变量说明

float64_t m_build_in_learning_rate

protected

learning_rate \(\alpha\) at iteration

在文件 RmsPropUpdater.h 第 137 行定义.

DescendCorrection* m_correction

protectedinherited

descend correction object

在文件 DescendUpdaterWithCorrection.h 第 165 行定义.

float64_t m_decay_factor

protected

decay term \( \lambda \)

在文件 RmsPropUpdater.h 第 143 行定义.

float64_t m_epsilon

protected

\( \epsilon \)

在文件 RmsPropUpdater.h 第 140 行定义.

SGVector<float64_t> m_gradient_accuracy

protected

\( g_\theta \)

在文件 RmsPropUpdater.h 第 146 行定义.

该类的文档由以下文件生成:

详细描述

Public 成员函数

Protected 成员函数

Protected 属性

构造及析构函数说明

成员函数说明

类成员变量说明