SHOGUN  6.1.3
AdaGradUpdater.cpp
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3  * Written (w) 2015 Wu Lin
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31 
34 #include <shogun/base/Parameter.h>
35 using namespace shogun;
36 
39 {
40  init();
41 }
42 
45 {
46  init();
47  set_learning_rate(learning_rate);
48  set_epsilon(epsilon);
49 }
50 
52 {
53  REQUIRE(learning_rate>0,"Learning_rate (%f) must be positive\n",
54  learning_rate);
55  m_build_in_learning_rate=learning_rate;
56 }
57 
59 {
60  REQUIRE(epsilon>=0,"Epsilon (%f) must be non-negative\n",
61  epsilon);
62  m_epsilon=epsilon;
63 }
64 
66 
67 void AdaGradUpdater::init()
68 {
69  m_epsilon=1e-6;
72 
73  SG_ADD(&m_epsilon, "AdaGradUpdater__m_epsilon",
74  "epsilon in AdaGradUpdater", MS_NOT_AVAILABLE);
75  SG_ADD(&m_build_in_learning_rate, "AdaGradUpdater__m_build_in_learning_rate",
76  "m_build_in_learning_rate in AdaGradUpdater", MS_NOT_AVAILABLE);
77  SG_ADD(&m_gradient_accuracy, "AdaGradUpdater__m_gradient_accuracy",
78  "gradient_accuracy in AdaGradUpdater", MS_NOT_AVAILABLE);
79 }
80 
82  float64_t gradient, index_t idx, float64_t learning_rate)
83 {
84  REQUIRE(idx>=0 && idx<m_gradient_accuracy.vlen, "The index (%d) is invalid\n", idx);
85  float64_t scale=m_gradient_accuracy[idx]+gradient*gradient;
88  return res;
89 }
90 
92  SGVector<float64_t> raw_negative_descend_direction, float64_t learning_rate)
93 {
94  REQUIRE(variable_reference.vlen==raw_negative_descend_direction.vlen,
95  "The length of variable (%d) and the length of negative descend direction (%d) do not match\n",
96  variable_reference.vlen, raw_negative_descend_direction.vlen);
98  {
99  m_gradient_accuracy=SGVector<float64_t>(variable_reference.vlen);
101  }
103  raw_negative_descend_direction, learning_rate);
104 }
int32_t index_t
Definition: common.h:72
static T sqrt(T x)
Definition: Math.h:428
void scale(SGVector< T > &a, SGVector< T > &result, T alpha=1)
#define REQUIRE(x,...)
Definition: SGIO.h:181
virtual float64_t get_negative_descend_direction(float64_t variable, float64_t gradient, index_t idx, float64_t learning_rate)
double float64_t
Definition: common.h:60
virtual void update_variable(SGVector< float64_t > variable_reference, SGVector< float64_t > raw_negative_descend_direction, float64_t learning_rate)
virtual void update_variable(SGVector< float64_t > variable_reference, SGVector< float64_t > raw_negative_descend_direction, float64_t learning_rate)
SGVector< float64_t > m_gradient_accuracy
void set_const(T const_elem)
Definition: SGVector.cpp:199
float64_t m_build_in_learning_rate
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
This is a base class for descend update with descend based correction.
#define SG_ADD(...)
Definition: SGObject.h:93
virtual void set_learning_rate(float64_t learning_rate)
virtual void set_epsilon(float64_t epsilon)
index_t vlen
Definition: SGVector.h:571

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