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AdaDeltaUpdater Class Reference

Detailed Description

The class implements the AdaDelta method.

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

.

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.

Reference: Matthew D. Zeiler, ADADELTA: An Adaptive Learning Rate Method, arXiv:1212.5701

Definition at line 57 of file AdaDeltaUpdater.h.

Inheritance diagram for AdaDeltaUpdater:
[legend]

Public Member Functions

 AdaDeltaUpdater ()
 
 AdaDeltaUpdater (float64_t learning_rate, float64_t epsilon, float64_t decay_factor)
 
virtual const char * get_name () const
 
virtual ~AdaDeltaUpdater ()
 
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_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 ()
 
virtual CSGObject * shallow_copy () const
 
virtual CSGObject * deep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIO * get_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallel * get_global_parallel ()
 
void set_global_version (Version *version)
 
Version * get_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
bool has (const std::string &name) const
 
template<typename T >
bool has (const Tag< T > &tag) const
 
template<typename T , typename U = void>
bool has (const std::string &name) const
 
template<typename T >
void set (const Tag< T > &_tag, const T &value)
 
template<typename T , typename U = void>
void set (const std::string &name, const T &value)
 
template<typename T >
T get (const Tag< T > &_tag) const
 
template<typename T , typename U = void>
T get (const std::string &name) const
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObject * clone ()
 

Public Attributes

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual float64_t get_negative_descend_direction (float64_t variable, float64_t gradient, index_t idx, float64_t learning_rate)
 
virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 
template<typename T >
void register_param (Tag< T > &_tag, const T &value)
 
template<typename T >
void register_param (const std::string &name, const T &value)
 

Protected Attributes

float64_t m_build_in_learning_rate
 
float64_t m_epsilon
 
float64_t m_decay_factor
 
SGVector< float64_t > m_gradient_accuracy
 
SGVector< float64_t > m_gradient_delta_accuracy
 
DescendCorrection * m_correction
 

Constructor & Destructor Documentation

AdaDeltaUpdater ( )

Definition at line 39 of file AdaDeltaUpdater.cpp.

AdaDeltaUpdater ( float64_t  learning_rate,
float64_t  epsilon,
float64_t  decay_factor 
)

Parameterized Constructor

Parameters
learning_ratelearning_rate
epsilonepsilon
decay_factordecay_factor

Definition at line 45 of file AdaDeltaUpdater.cpp.

~AdaDeltaUpdater ( )
virtual

Definition at line 76 of file AdaDeltaUpdater.cpp.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 630 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 747 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 231 of file SGObject.cpp.

virtual bool enables_descend_correction ( )
virtualinherited

Do we enable descend correction?

Returns
whether we enable descend correction

Definition at line 79 of file DescendUpdaterWithCorrection.h.

bool equals ( CSGObject *  other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

T get ( const Tag< T > &  _tag) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 367 of file SGObject.h.

T get ( const std::string &  name) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 388 of file SGObject.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 268 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 of file SGObject.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 531 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 555 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 568 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual

returns the name of the class

Returns
name AdaDeltaUpdater

Implements CSGObject.

Definition at line 76 of file AdaDeltaUpdater.h.

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()

Parameters
variablecurrent variable (eg, \(\theta\))
gradientcurrent gradient (eg, \( \frac{ \partial f(\cdot) }{\partial \theta }\))
idxthe index of the variable
learning_ratelearning rate (for AdaDelta, learning_rate is NOT used because there is a build-in learning_rate)
Returns
negative descend direction (that is, \( d_\theta \))

Implements DescendUpdaterWithCorrection.

Definition at line 100 of file AdaDeltaUpdater.cpp.

bool has ( const std::string &  name) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name

Definition at line 289 of file SGObject.h.

bool has ( const Tag< T > &  tag) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
tagtag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 301 of file SGObject.h.

bool has ( const std::string &  name) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 312 of file SGObject.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

bool load_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 402 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 459 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 454 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 295 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 341 of file SGObject.cpp.

void register_param ( Tag< T > &  _tag,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 439 of file SGObject.h.

void register_param ( const std::string &  name,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 452 of file SGObject.h.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 347 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 469 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 464 of file SGObject.cpp.

void set ( const Tag< T > &  _tag,
const T &  value 
)
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 328 of file SGObject.h.

void set ( const std::string &  name,
const T &  value 
)
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 354 of file SGObject.h.

void set_decay_factor ( float64_t  decay_factor)
virtual

Set decay_factor

Parameters
decay_factordecay factor

Definition at line 68 of file AdaDeltaUpdater.cpp.

void set_descend_correction ( DescendCorrection *  correction)
virtualinherited

Set the type of descend correction

Parameters
correctionthe type of descend correction

Definition at line 44 of file DescendUpdaterWithCorrection.cpp.

void set_epsilon ( float64_t  epsilon)
virtual

Set epsilon

Parameters
epsilonepsilon

Definition at line 61 of file AdaDeltaUpdater.cpp.

void set_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 144 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 261 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 316 of file SGObject.cpp.

void set_learning_rate ( float64_t  learning_rate)
virtual

Set learning rate

Parameters
learning_ratelearning rate

Definition at line 54 of file AdaDeltaUpdater.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 225 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 336 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

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()

Parameters
variable_referencea reference of the target variable
raw_negative_descend_directionthe negative descend direction given the current value
learning_ratelearning rate

Reimplemented from DescendUpdaterWithCorrection.

Definition at line 116 of file AdaDeltaUpdater.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 537 of file SGObject.h.

float64_t m_build_in_learning_rate
protected

learning_rate \( \alpha \) at iteration

Definition at line 129 of file AdaDeltaUpdater.h.

DescendCorrection* m_correction
protectedinherited

descend correction object

Definition at line 99 of file DescendUpdaterWithCorrection.h.

float64_t m_decay_factor
protected

decay term ( \( \lambda \))

Definition at line 135 of file AdaDeltaUpdater.h.

float64_t m_epsilon
protected

\( \epsilon \)

Definition at line 132 of file AdaDeltaUpdater.h.

SGVector<float64_t> m_gradient_accuracy
protected

\( g_\theta \)

Definition at line 138 of file AdaDeltaUpdater.h.

SGVector<float64_t> m_gradient_delta_accuracy
protected

\( s_\theta \)

Definition at line 141 of file AdaDeltaUpdater.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 552 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 555 of file SGObject.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 549 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 546 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 540 of file SGObject.h.

Version* version
inherited

version

Definition at line 543 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation