Vanilla update policy for Stochastic variance reduced gradient (SVRG). More...
|void||Initialize (const size_t, const size_t)|
|The Initialize method is called by SVRG Optimizer method before the start of the iteration update process. More...|
|void||Update (arma::mat &iterate, const arma::mat &fullGradient, const arma::mat &gradient, const arma::mat &gradient0, const size_t batchSize, const double stepSize)|
|Update step for SVRG. More...|
Vanilla update policy for Stochastic variance reduced gradient (SVRG).
The following update scheme is used to update SGD in every iteration:
Member Function Documentation
The Initialize method is called by SVRG Optimizer method before the start of the iteration update process.
The vanilla update doesn't initialize anything.
rows Number of rows in the gradient matrix. cols Number of columns in the gradient matrix.
Update step for SVRG.
The function parameters are updated in the negative direction of the gradient.
iterate Parameters that minimize the function. fullGradient The computed full gradient. gradient The current gradient matrix at time t. gradient0 The old gradient matrix at time t - 1. batchSize Batch size to be used for the given iteration. stepSize Step size to be used for the given iteration.
The documentation for this class was generated from the following file:
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