1158 lines
62 KiB
HTML
1158 lines
62 KiB
HTML
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<li class="navelem"><a class="el" href="namespacemlpack.html">mlpack</a></li><li class="navelem"><a class="el" href="namespacemlpack_1_1optimization.html">optimization</a></li><li class="navelem"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html">Adam</a></li> </ul>
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<div class="title">mlpack::optimization::Adam< DecomposableFunctionType > Class Template Reference</div> </div>
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<p><a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> is an optimizer that computes individual adaptive learning rates for different parameters from estimates of first and second moments of the gradients.
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<a href="classmlpack_1_1optimization_1_1Adam.html#details">More...</a></p>
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<table class="memberdecls">
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
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Public Member Functions</h2></td></tr>
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<tr class="memitem:a505d3a8f04c5f59677b456a29f5921c9"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a505d3a8f04c5f59677b456a29f5921c9">Adam</a> (DecomposableFunctionType &<a class="el" href="classmlpack_1_1optimization_1_1Adam.html#af308f2c8a08bdfe130d0c6fd6a1f7b67">function</a>, const double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a78eb21d8bb4f31a559635f881b88c3af">stepSize</a>=0.001, const double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html#afa2dd9b21d0942283d5243ce1d319b70">beta1</a>=0.9, const double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html#adef01fba112e464a7d1d8e92a81aaadb">beta2</a>=0.999, const double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a034aa918d9a0b60c392ceecaea2f7ef8">eps</a>=1e-8, const size_t maxIterations=100000, const double tolerance=1e-5, const bool shuffle=true, const bool adaMax=false)</td></tr>
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<tr class="memdesc:a505d3a8f04c5f59677b456a29f5921c9"><td class="mdescLeft"> </td><td class="mdescRight">Construct the <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> optimizer with the given function and parameters. <a href="#a505d3a8f04c5f59677b456a29f5921c9">More...</a><br /></td></tr>
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<tr class="separator:a505d3a8f04c5f59677b456a29f5921c9"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a997272dbb67581475e614e6bd9b8da61"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a997272dbb67581475e614e6bd9b8da61">AdaMax</a> () const </td></tr>
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<tr class="memdesc:a997272dbb67581475e614e6bd9b8da61"><td class="mdescLeft"> </td><td class="mdescRight">Get whether or not the AdaMax optimizer is specified. <a href="#a997272dbb67581475e614e6bd9b8da61">More...</a><br /></td></tr>
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<tr class="separator:a997272dbb67581475e614e6bd9b8da61"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:ab88d5a769f447ac07bc298b30586179a"><td class="memItemLeft" align="right" valign="top">bool & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#ab88d5a769f447ac07bc298b30586179a">AdaMax</a> ()</td></tr>
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<tr class="memdesc:ab88d5a769f447ac07bc298b30586179a"><td class="mdescLeft"> </td><td class="mdescRight">Modify wehther or not the AdaMax optimizer is to be used. <a href="#ab88d5a769f447ac07bc298b30586179a">More...</a><br /></td></tr>
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<tr class="separator:ab88d5a769f447ac07bc298b30586179a"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:ad538e121215045522d3e502832e0e073"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#ad538e121215045522d3e502832e0e073">Beta1</a> () const </td></tr>
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<tr class="memdesc:ad538e121215045522d3e502832e0e073"><td class="mdescLeft"> </td><td class="mdescRight">Get the smoothing parameter. <a href="#ad538e121215045522d3e502832e0e073">More...</a><br /></td></tr>
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<tr class="separator:ad538e121215045522d3e502832e0e073"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:ad20f27515ccd3de39787edb97c05f165"><td class="memItemLeft" align="right" valign="top">double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#ad20f27515ccd3de39787edb97c05f165">Beta1</a> ()</td></tr>
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<tr class="memdesc:ad20f27515ccd3de39787edb97c05f165"><td class="mdescLeft"> </td><td class="mdescRight">Modify the smoothing parameter. <a href="#ad20f27515ccd3de39787edb97c05f165">More...</a><br /></td></tr>
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<tr class="separator:ad20f27515ccd3de39787edb97c05f165"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a369459b40c453cd8f9f1162361e9d70c"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a369459b40c453cd8f9f1162361e9d70c">Beta2</a> () const </td></tr>
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<tr class="memdesc:a369459b40c453cd8f9f1162361e9d70c"><td class="mdescLeft"> </td><td class="mdescRight">Get the second moment coefficient. <a href="#a369459b40c453cd8f9f1162361e9d70c">More...</a><br /></td></tr>
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<tr class="separator:a369459b40c453cd8f9f1162361e9d70c"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:abeaaf93a97f99eb8c7e73f24764e74cc"><td class="memItemLeft" align="right" valign="top">double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#abeaaf93a97f99eb8c7e73f24764e74cc">Beta2</a> ()</td></tr>
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<tr class="memdesc:abeaaf93a97f99eb8c7e73f24764e74cc"><td class="mdescLeft"> </td><td class="mdescRight">Modify the second moment coefficient. <a href="#abeaaf93a97f99eb8c7e73f24764e74cc">More...</a><br /></td></tr>
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<tr class="separator:abeaaf93a97f99eb8c7e73f24764e74cc"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a71178e9a83c6a2bfebd29037cf9a377b"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a71178e9a83c6a2bfebd29037cf9a377b">Epsilon</a> () const </td></tr>
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<tr class="memdesc:a71178e9a83c6a2bfebd29037cf9a377b"><td class="mdescLeft"> </td><td class="mdescRight">Get the value used to initialise the mean squared gradient parameter. <a href="#a71178e9a83c6a2bfebd29037cf9a377b">More...</a><br /></td></tr>
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<tr class="separator:a71178e9a83c6a2bfebd29037cf9a377b"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a5383ad9795720cf9fe216c109055e835"><td class="memItemLeft" align="right" valign="top">double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a5383ad9795720cf9fe216c109055e835">Epsilon</a> ()</td></tr>
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<tr class="memdesc:a5383ad9795720cf9fe216c109055e835"><td class="mdescLeft"> </td><td class="mdescRight">Modify the value used to initialise the mean squared gradient parameter. <a href="#a5383ad9795720cf9fe216c109055e835">More...</a><br /></td></tr>
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<tr class="separator:a5383ad9795720cf9fe216c109055e835"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a27a671448a1a2ed681ca31746686c3c8"><td class="memItemLeft" align="right" valign="top">const DecomposableFunctionType & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a27a671448a1a2ed681ca31746686c3c8">Function</a> () const </td></tr>
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<tr class="memdesc:a27a671448a1a2ed681ca31746686c3c8"><td class="mdescLeft"> </td><td class="mdescRight">Get the instantiated function to be optimized. <a href="#a27a671448a1a2ed681ca31746686c3c8">More...</a><br /></td></tr>
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<tr class="separator:a27a671448a1a2ed681ca31746686c3c8"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a0d72d275a978a23cb4c9a5f556ce7a8e"><td class="memItemLeft" align="right" valign="top">DecomposableFunctionType & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a0d72d275a978a23cb4c9a5f556ce7a8e">Function</a> ()</td></tr>
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<tr class="memdesc:a0d72d275a978a23cb4c9a5f556ce7a8e"><td class="mdescLeft"> </td><td class="mdescRight">Modify the instantiated function. <a href="#a0d72d275a978a23cb4c9a5f556ce7a8e">More...</a><br /></td></tr>
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<tr class="separator:a0d72d275a978a23cb4c9a5f556ce7a8e"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a2c6089a426b12a338dfd1578db148b86"><td class="memItemLeft" align="right" valign="top">size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a2c6089a426b12a338dfd1578db148b86">MaxIterations</a> () const </td></tr>
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<tr class="memdesc:a2c6089a426b12a338dfd1578db148b86"><td class="mdescLeft"> </td><td class="mdescRight">Get the maximum number of iterations (0 indicates no limit). <a href="#a2c6089a426b12a338dfd1578db148b86">More...</a><br /></td></tr>
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<tr class="separator:a2c6089a426b12a338dfd1578db148b86"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:af65e3e290bbf7ee1c3b95b119e2f9bea"><td class="memItemLeft" align="right" valign="top">size_t & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#af65e3e290bbf7ee1c3b95b119e2f9bea">MaxIterations</a> ()</td></tr>
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<tr class="memdesc:af65e3e290bbf7ee1c3b95b119e2f9bea"><td class="mdescLeft"> </td><td class="mdescRight">Modify the maximum number of iterations (0 indicates no limit). <a href="#af65e3e290bbf7ee1c3b95b119e2f9bea">More...</a><br /></td></tr>
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<tr class="separator:af65e3e290bbf7ee1c3b95b119e2f9bea"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a7c378485d3abc4570a4ff99071c03bbd"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a7c378485d3abc4570a4ff99071c03bbd">Optimize</a> (arma::mat &iterate)</td></tr>
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<tr class="memdesc:a7c378485d3abc4570a4ff99071c03bbd"><td class="mdescLeft"> </td><td class="mdescRight">Optimize the given function using <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a>. <a href="#a7c378485d3abc4570a4ff99071c03bbd">More...</a><br /></td></tr>
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<tr class="separator:a7c378485d3abc4570a4ff99071c03bbd"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aa31296e322e6041a8b3496f783734c79"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#aa31296e322e6041a8b3496f783734c79">Shuffle</a> () const </td></tr>
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<tr class="memdesc:aa31296e322e6041a8b3496f783734c79"><td class="mdescLeft"> </td><td class="mdescRight">Get whether or not the individual functions are shuffled. <a href="#aa31296e322e6041a8b3496f783734c79">More...</a><br /></td></tr>
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<tr class="separator:aa31296e322e6041a8b3496f783734c79"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aacf9ce0ffd3c4176daba05e7819864ea"><td class="memItemLeft" align="right" valign="top">bool & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#aacf9ce0ffd3c4176daba05e7819864ea">Shuffle</a> ()</td></tr>
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<tr class="memdesc:aacf9ce0ffd3c4176daba05e7819864ea"><td class="mdescLeft"> </td><td class="mdescRight">Modify whether or not the individual functions are shuffled. <a href="#aacf9ce0ffd3c4176daba05e7819864ea">More...</a><br /></td></tr>
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<tr class="separator:aacf9ce0ffd3c4176daba05e7819864ea"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a4f3945c5c625d4979a7cf1f31561867b"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a4f3945c5c625d4979a7cf1f31561867b">StepSize</a> () const </td></tr>
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<tr class="memdesc:a4f3945c5c625d4979a7cf1f31561867b"><td class="mdescLeft"> </td><td class="mdescRight">Get the step size. <a href="#a4f3945c5c625d4979a7cf1f31561867b">More...</a><br /></td></tr>
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<tr class="separator:a4f3945c5c625d4979a7cf1f31561867b"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aede55fc25b025637bc414dc679b1a576"><td class="memItemLeft" align="right" valign="top">double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#aede55fc25b025637bc414dc679b1a576">StepSize</a> ()</td></tr>
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<tr class="memdesc:aede55fc25b025637bc414dc679b1a576"><td class="mdescLeft"> </td><td class="mdescRight">Modify the step size. <a href="#aede55fc25b025637bc414dc679b1a576">More...</a><br /></td></tr>
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<tr class="separator:aede55fc25b025637bc414dc679b1a576"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a8eda9c96d536058a2e64831e9ff91e72"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a8eda9c96d536058a2e64831e9ff91e72">Tolerance</a> () const </td></tr>
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<tr class="memdesc:a8eda9c96d536058a2e64831e9ff91e72"><td class="mdescLeft"> </td><td class="mdescRight">Get the tolerance for termination. <a href="#a8eda9c96d536058a2e64831e9ff91e72">More...</a><br /></td></tr>
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<tr class="memitem:a87ec9ebf00a64f81c2f4a2fe76e17648"><td class="memItemLeft" align="right" valign="top">double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a87ec9ebf00a64f81c2f4a2fe76e17648">Tolerance</a> ()</td></tr>
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<tr class="memdesc:a87ec9ebf00a64f81c2f4a2fe76e17648"><td class="mdescLeft"> </td><td class="mdescRight">Modify the tolerance for termination. <a href="#a87ec9ebf00a64f81c2f4a2fe76e17648">More...</a><br /></td></tr>
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<tr class="separator:a87ec9ebf00a64f81c2f4a2fe76e17648"><td class="memSeparator" colspan="2"> </td></tr>
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</table><table class="memberdecls">
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pri-attribs"></a>
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Private Attributes</h2></td></tr>
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<tr class="memitem:affc1110c741360c3be99cf150058fb6d"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#affc1110c741360c3be99cf150058fb6d">adaMax</a></td></tr>
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<tr class="memdesc:affc1110c741360c3be99cf150058fb6d"><td class="mdescLeft"> </td><td class="mdescRight">Specifies whether or not the AdaMax optimizer is to be used. <a href="#affc1110c741360c3be99cf150058fb6d">More...</a><br /></td></tr>
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<tr class="separator:affc1110c741360c3be99cf150058fb6d"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:afa2dd9b21d0942283d5243ce1d319b70"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#afa2dd9b21d0942283d5243ce1d319b70">beta1</a></td></tr>
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<tr class="memdesc:afa2dd9b21d0942283d5243ce1d319b70"><td class="mdescLeft"> </td><td class="mdescRight">Exponential decay rate for the first moment estimates. <a href="#afa2dd9b21d0942283d5243ce1d319b70">More...</a><br /></td></tr>
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<tr class="separator:afa2dd9b21d0942283d5243ce1d319b70"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:adef01fba112e464a7d1d8e92a81aaadb"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#adef01fba112e464a7d1d8e92a81aaadb">beta2</a></td></tr>
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<tr class="memdesc:adef01fba112e464a7d1d8e92a81aaadb"><td class="mdescLeft"> </td><td class="mdescRight">Exponential decay rate for the weighted infinity norm estimates. <a href="#adef01fba112e464a7d1d8e92a81aaadb">More...</a><br /></td></tr>
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<tr class="separator:adef01fba112e464a7d1d8e92a81aaadb"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a034aa918d9a0b60c392ceecaea2f7ef8"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a034aa918d9a0b60c392ceecaea2f7ef8">eps</a></td></tr>
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<tr class="memdesc:a034aa918d9a0b60c392ceecaea2f7ef8"><td class="mdescLeft"> </td><td class="mdescRight">The value used to initialise the mean squared gradient parameter. <a href="#a034aa918d9a0b60c392ceecaea2f7ef8">More...</a><br /></td></tr>
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<tr class="memitem:af308f2c8a08bdfe130d0c6fd6a1f7b67"><td class="memItemLeft" align="right" valign="top">DecomposableFunctionType & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#af308f2c8a08bdfe130d0c6fd6a1f7b67">function</a></td></tr>
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<tr class="memdesc:af308f2c8a08bdfe130d0c6fd6a1f7b67"><td class="mdescLeft"> </td><td class="mdescRight">The instantiated function. <a href="#af308f2c8a08bdfe130d0c6fd6a1f7b67">More...</a><br /></td></tr>
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<tr class="separator:af308f2c8a08bdfe130d0c6fd6a1f7b67"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aa787186bf9e208864c265f771b142450"><td class="memItemLeft" align="right" valign="top">size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#aa787186bf9e208864c265f771b142450">maxIterations</a></td></tr>
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<tr class="memdesc:aa787186bf9e208864c265f771b142450"><td class="mdescLeft"> </td><td class="mdescRight">The maximum number of allowed iterations. <a href="#aa787186bf9e208864c265f771b142450">More...</a><br /></td></tr>
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<tr class="separator:aa787186bf9e208864c265f771b142450"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a10d379c675624ea5fcfed3990469f227"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a10d379c675624ea5fcfed3990469f227">shuffle</a></td></tr>
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<tr class="memdesc:a10d379c675624ea5fcfed3990469f227"><td class="mdescLeft"> </td><td class="mdescRight">Controls whether or not the individual functions are shuffled when iterating. <a href="#a10d379c675624ea5fcfed3990469f227">More...</a><br /></td></tr>
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<tr class="memitem:a78eb21d8bb4f31a559635f881b88c3af"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a78eb21d8bb4f31a559635f881b88c3af">stepSize</a></td></tr>
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<tr class="memdesc:a78eb21d8bb4f31a559635f881b88c3af"><td class="mdescLeft"> </td><td class="mdescRight">The step size for each example. <a href="#a78eb21d8bb4f31a559635f881b88c3af">More...</a><br /></td></tr>
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<tr class="memitem:a5e2bb73d504950407ecdc5780cdaff0d"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html#a5e2bb73d504950407ecdc5780cdaff0d">tolerance</a></td></tr>
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<tr class="memdesc:a5e2bb73d504950407ecdc5780cdaff0d"><td class="mdescLeft"> </td><td class="mdescRight">The tolerance for termination. <a href="#a5e2bb73d504950407ecdc5780cdaff0d">More...</a><br /></td></tr>
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</table>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
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<div class="textblock"><h3>template<typename DecomposableFunctionType><br />
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class mlpack::optimization::Adam< DecomposableFunctionType ></h3>
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<p><a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> is an optimizer that computes individual adaptive learning rates for different parameters from estimates of first and second moments of the gradients. </p>
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<p>AdaMax is a variant of <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> based on the infinity norm as given in the section 7 of the following paper.</p>
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<p>For more information, see the following.</p>
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<div class="fragment"><div class="line">@article{Kingma2014,</div><div class="line"> author = {Diederik P. Kingma and Jimmy Ba},</div><div class="line"> title = {<a class="code" href="classmlpack_1_1optimization_1_1Adam.html#a505d3a8f04c5f59677b456a29f5921c9">Adam</a>: {A} Method <span class="keywordflow">for</span> Stochastic Optimization},</div><div class="line"> journal = {CoRR},</div><div class="line"> year = {2014}</div><div class="line">}</div></div><!-- fragment --><p>For <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> and AdaMax to work, a DecomposableFunctionType template parameter is required. This class must implement the following function:</p>
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<p>size_t NumFunctions(); double Evaluate(const arma::mat& coordinates, const size_t i); void Gradient(const arma::mat& coordinates, const size_t i, arma::mat& gradient);</p>
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<p>NumFunctions() should return the number of functions ( <img class="formulaInl" alt="$n$" src="form_33.png"/>), and in the other two functions, the parameter i refers to which individual function (or gradient) is being evaluated. So, for the case of a data-dependent function, such as NCA (see <a class="el" href="classmlpack_1_1nca_1_1NCA.html" title="An implementation of Neighborhood Components Analysis, both a linear dimensionality reduction techniq...">mlpack::nca::NCA</a>), NumFunctions() should return the number of points in the dataset, and Evaluate(coordinates, 0) will evaluate the objective function on the first point in the dataset (presumably, the dataset is held internally in the DecomposableFunctionType).</p>
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<dl class="tparams"><dt>Template Parameters</dt><dd>
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<table class="tparams">
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<tr><td class="paramname">DecomposableFunctionType</td><td>Decomposable objective function type to be minimized. </td></tr>
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</table>
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</dd>
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</dl>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00065">65</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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template<typename DecomposableFunctionType > </div>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::<a class="el" href="classmlpack_1_1optimization_1_1Adam.html">Adam</a> </td>
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<td>(</td>
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<td class="paramtype">DecomposableFunctionType & </td>
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<td class="paramname"><em>function</em>, </td>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype">const double </td>
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<td class="paramname"><em>stepSize</em> = <code>0.001</code>, </td>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype">const double </td>
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<td class="paramname"><em>beta1</em> = <code>0.9</code>, </td>
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<td class="paramtype">const double </td>
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<td class="paramtype">const double </td>
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<td class="paramtype">const size_t </td>
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<td class="paramtype">const double </td>
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<td class="paramtype">const bool </td>
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<td>)</td>
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<p>Construct the <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> optimizer with the given function and parameters. </p>
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<p>The defaults here are not necessarily good for the given problem, so it is suggested that the values used be tailored to the task at hand. The maximum number of iterations refers to the maximum number of points that are processed (i.e., one iteration equals one point; one iteration does not equal one pass over the dataset).</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<tr><td class="paramname">function</td><td>Function to be optimized (minimized). </td></tr>
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<tr><td class="paramname">stepSize</td><td>Step size for each iteration. </td></tr>
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<tr><td class="paramname">beta1</td><td>Exponential decay rate for the first moment estimates. </td></tr>
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<tr><td class="paramname">beta2</td><td>Exponential decay rate for the weighted infinity norm estimates. </td></tr>
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<tr><td class="paramname">eps</td><td>Value used to initialise the mean squared gradient parameter. </td></tr>
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<tr><td class="paramname">maxIterations</td><td>Maximum number of iterations allowed (0 means no limit). </td></tr>
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<tr><td class="paramname">tolerance</td><td>Maximum absolute tolerance to terminate algorithm. </td></tr>
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<tr><td class="paramname">shuffle</td><td>If true, the function order is shuffled; otherwise, each function is visited in linear order. </td></tr>
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<tr><td class="paramname">adaMax</td><td>If true, then the AdaMax optimizer is used; otherwise, by default the <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a> optimizer is used. </td></tr>
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<h2 class="groupheader">Member Function Documentation</h2>
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<td class="memname">bool <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::AdaMax </td>
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<p>Get whether or not the AdaMax optimizer is specified. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00151">151</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00182">mlpack::optimization::Adam< DecomposableFunctionType >::adaMax</a>.</p>
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<p>Modify wehther or not the AdaMax optimizer is to be used. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00153">153</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00182">mlpack::optimization::Adam< DecomposableFunctionType >::adaMax</a>.</p>
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<p>Get the smoothing parameter. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00121">121</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00163">mlpack::optimization::Adam< DecomposableFunctionType >::beta1</a>.</p>
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<p>Modify the smoothing parameter. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00123">123</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00163">mlpack::optimization::Adam< DecomposableFunctionType >::beta1</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Beta2 </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td> const</td>
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<p>Get the second moment coefficient. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00126">126</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00166">mlpack::optimization::Adam< DecomposableFunctionType >::beta2</a>.</p>
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</div>
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<a class="anchor" id="abeaaf93a97f99eb8c7e73f24764e74cc"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Beta2 </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td></td>
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</tr>
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<p>Modify the second moment coefficient. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00128">128</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00166">mlpack::optimization::Adam< DecomposableFunctionType >::beta2</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Epsilon </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td> const</td>
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<p>Get the value used to initialise the mean squared gradient parameter. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00131">131</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00169">mlpack::optimization::Adam< DecomposableFunctionType >::eps</a>.</p>
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<a class="anchor" id="a5383ad9795720cf9fe216c109055e835"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Epsilon </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td></td>
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</tr>
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<p>Modify the value used to initialise the mean squared gradient parameter. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00133">133</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00169">mlpack::optimization::Adam< DecomposableFunctionType >::eps</a>.</p>
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<td class="memname">const DecomposableFunctionType& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Function </td>
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<td>(</td>
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<td> const</td>
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<p>Get the instantiated function to be optimized. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00111">111</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<td class="memname">DecomposableFunctionType& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Function </td>
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<td>(</td>
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<td></td>
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<p>Modify the instantiated function. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00113">113</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<td class="memname">size_t <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::MaxIterations </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td> const</td>
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<p>Get the maximum number of iterations (0 indicates no limit). </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00136">136</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00172">mlpack::optimization::Adam< DecomposableFunctionType >::maxIterations</a>.</p>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">size_t& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::MaxIterations </td>
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<td>(</td>
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<td class="paramname"></td><td>)</td>
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<td></td>
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<p>Modify the maximum number of iterations (0 indicates no limit). </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00138">138</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00172">mlpack::optimization::Adam< DecomposableFunctionType >::maxIterations</a>.</p>
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</div>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Optimize </td>
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<td>(</td>
|
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<td class="paramtype">arma::mat & </td>
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<td class="paramname"><em>iterate</em></td><td>)</td>
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<p>Optimize the given function using <a class="el" href="classmlpack_1_1optimization_1_1Adam.html" title="Adam is an optimizer that computes individual adaptive learning rates for different parameters from e...">Adam</a>. </p>
|
|
<p>The given starting point will be modified to store the finishing point of the algorithm, and the final objective value is returned.</p>
|
|
<dl class="params"><dt>Parameters</dt><dd>
|
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<table class="params">
|
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<tr><td class="paramname">iterate</td><td>Starting point (will be modified). </td></tr>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>Objective value of the final point. </dd></dl>
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</div>
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<a class="anchor" id="aa31296e322e6041a8b3496f783734c79"></a>
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<td class="memname">bool <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Shuffle </td>
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<td>(</td>
|
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<td class="paramname"></td><td>)</td>
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<td> const</td>
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<p>Get whether or not the individual functions are shuffled. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00146">146</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00179">mlpack::optimization::Adam< DecomposableFunctionType >::shuffle</a>.</p>
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</div>
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<a class="anchor" id="aacf9ce0ffd3c4176daba05e7819864ea"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">bool& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Shuffle </td>
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<td>(</td>
|
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<td class="paramname"></td><td>)</td>
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<td></td>
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<p>Modify whether or not the individual functions are shuffled. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00148">148</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
|
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<p>References <a class="el" href="adam_8hpp_source.html#l00179">mlpack::optimization::Adam< DecomposableFunctionType >::shuffle</a>.</p>
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</div>
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<a class="anchor" id="a4f3945c5c625d4979a7cf1f31561867b"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::StepSize </td>
|
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<td>(</td>
|
|
<td class="paramname"></td><td>)</td>
|
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<td> const</td>
|
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<p>Get the step size. </p>
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|
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00116">116</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00160">mlpack::optimization::Adam< DecomposableFunctionType >::stepSize</a>.</p>
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<a class="anchor" id="aede55fc25b025637bc414dc679b1a576"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::StepSize </td>
|
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<td>(</td>
|
|
<td class="paramname"></td><td>)</td>
|
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<td></td>
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<p>Modify the step size. </p>
|
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00118">118</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00160">mlpack::optimization::Adam< DecomposableFunctionType >::stepSize</a>.</p>
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</div>
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<a class="anchor" id="a8eda9c96d536058a2e64831e9ff91e72"></a>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Tolerance </td>
|
|
<td>(</td>
|
|
<td class="paramname"></td><td>)</td>
|
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<td> const</td>
|
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|
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|
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<p>Get the tolerance for termination. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00141">141</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
|
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<p>References <a class="el" href="adam_8hpp_source.html#l00175">mlpack::optimization::Adam< DecomposableFunctionType >::tolerance</a>.</p>
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|
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</div>
|
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::Tolerance </td>
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<td>(</td>
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<p>Modify the tolerance for termination. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00143">143</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>References <a class="el" href="adam_8hpp_source.html#l00175">mlpack::optimization::Adam< DecomposableFunctionType >::tolerance</a>.</p>
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<h2 class="groupheader">Member Data Documentation</h2>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">bool <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::adaMax</td>
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<p>Specifies whether or not the AdaMax optimizer is to be used. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00182">182</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00151">mlpack::optimization::Adam< DecomposableFunctionType >::AdaMax()</a>.</p>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::beta1</td>
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<span class="mlabels"><span class="mlabel">private</span></span> </td>
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<p>Exponential decay rate for the first moment estimates. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00163">163</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00121">mlpack::optimization::Adam< DecomposableFunctionType >::Beta1()</a>.</p>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::beta2</td>
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<p>Exponential decay rate for the weighted infinity norm estimates. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00166">166</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00126">mlpack::optimization::Adam< DecomposableFunctionType >::Beta2()</a>.</p>
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template<typename DecomposableFunctionType > </div>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::eps</td>
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<p>The value used to initialise the mean squared gradient parameter. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00169">169</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00131">mlpack::optimization::Adam< DecomposableFunctionType >::Epsilon()</a>.</p>
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<td class="memname">DecomposableFunctionType& <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::function</td>
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<p>The instantiated function. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00157">157</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<td class="memname">size_t <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::maxIterations</td>
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<p>The maximum number of allowed iterations. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00172">172</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00136">mlpack::optimization::Adam< DecomposableFunctionType >::MaxIterations()</a>.</p>
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<td class="memname">bool <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::shuffle</td>
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<p>Controls whether or not the individual functions are shuffled when iterating. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00179">179</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00146">mlpack::optimization::Adam< DecomposableFunctionType >::Shuffle()</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::stepSize</td>
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<p>The step size for each example. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00160">160</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00116">mlpack::optimization::Adam< DecomposableFunctionType >::StepSize()</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1Adam.html">mlpack::optimization::Adam</a>< DecomposableFunctionType >::tolerance</td>
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<p>The tolerance for termination. </p>
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<p>Definition at line <a class="el" href="adam_8hpp_source.html#l00175">175</a> of file <a class="el" href="adam_8hpp_source.html">adam.hpp</a>.</p>
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<p>Referenced by <a class="el" href="adam_8hpp_source.html#l00141">mlpack::optimization::Adam< DecomposableFunctionType >::Tolerance()</a>.</p>
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<hr/>The documentation for this class was generated from the following file:<ul>
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<li>src/mlpack/core/optimizers/adam/<a class="el" href="adam_8hpp_source.html">adam.hpp</a></li>
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