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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_1VanillaUpdate.html">VanillaUpdate</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">mlpack::optimization::VanillaUpdate Class Reference</div> </div>
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<p>Vanilla update policy for Stochastic Gradient Descent (<a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a>).
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<a href="classmlpack_1_1optimization_1_1VanillaUpdate.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:aee41eddf5f7ff96908c05a4c5dc81ea8"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1VanillaUpdate.html#aee41eddf5f7ff96908c05a4c5dc81ea8">Initialize</a> (const size_t, const size_t)</td></tr>
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<tr class="memdesc:aee41eddf5f7ff96908c05a4c5dc81ea8"><td class="mdescLeft"> </td><td class="mdescRight">The Initialize method is called by <a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a> Optimizer method before the start of the iteration update process. <a href="#aee41eddf5f7ff96908c05a4c5dc81ea8">More...</a><br /></td></tr>
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<tr class="separator:aee41eddf5f7ff96908c05a4c5dc81ea8"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a0f3e3e6344fe02cd021c2d2e88b6179b"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1VanillaUpdate.html#a0f3e3e6344fe02cd021c2d2e88b6179b">Update</a> (arma::mat &iterate, const double stepSize, const arma::mat &gradient)</td></tr>
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<tr class="memdesc:a0f3e3e6344fe02cd021c2d2e88b6179b"><td class="mdescLeft"> </td><td class="mdescRight">Update step for <a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a>. <a href="#a0f3e3e6344fe02cd021c2d2e88b6179b">More...</a><br /></td></tr>
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<tr class="separator:a0f3e3e6344fe02cd021c2d2e88b6179b"><td class="memSeparator" colspan="2"> </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"><p>Vanilla update policy for Stochastic Gradient Descent (<a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a>). </p>
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<p>The following update scheme is used to update <a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a> in every iteration:</p>
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<p class="formulaDsp">
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<img class="formulaDsp" alt="\[ A_{j + 1} = A_j + \alpha \nabla f_i(A) \]" src="form_56.png"/>
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</p>
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<p>where <img class="formulaInl" alt="$ \alpha $" src="form_35.png"/> is a parameter which specifies the step size. <img class="formulaInl" alt="$ i $" src="form_57.png"/> is chosen according to <img class="formulaInl" alt="$ j $" src="form_37.png"/> (the iteration number). </p>
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<p>Definition at line <a class="el" href="vanilla__update_8hpp_source.html#l00031">31</a> of file <a class="el" href="vanilla__update_8hpp_source.html">vanilla_update.hpp</a>.</p>
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</div><h2 class="groupheader">Member Function Documentation</h2>
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<td class="memname">void mlpack::optimization::VanillaUpdate::Initialize </td>
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<td>(</td>
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<td class="paramtype">const size_t </td>
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<td class="paramname">, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const size_t </td>
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<td class="paramname"> </td>
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<p>The Initialize method is called by <a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a> Optimizer method before the start of the iteration update process. </p>
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<p>The vanilla update doesn't initialize anything.</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<table class="params">
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<tr><td class="paramname">n_rows</td><td>number of rows in the gradient matrix. </td></tr>
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<tr><td class="paramname">n_cols</td><td>number of columns in the gradient matrix. </td></tr>
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</table>
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</dd>
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<p>Definition at line <a class="el" href="vanilla__update_8hpp_source.html#l00042">42</a> of file <a class="el" href="vanilla__update_8hpp_source.html">vanilla_update.hpp</a>.</p>
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<td class="memname">void mlpack::optimization::VanillaUpdate::Update </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>
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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>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const arma::mat & </td>
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<td class="paramname"><em>gradient</em> </td>
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<td></td>
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<td>)</td>
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<p>Update step for <a class="el" href="classmlpack_1_1optimization_1_1SGD.html" title="Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...">SGD</a>. </p>
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<p>The function parameters are updated in the negative direction of the gradient.</p>
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<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>Parameters that minimize the function. </td></tr>
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<tr><td class="paramname">stepSize</td><td>Step size to be used for the given iteration. </td></tr>
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<tr><td class="paramname">gradient</td><td>The gradient matrix. </td></tr>
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<p>Definition at line <a class="el" href="vanilla__update_8hpp_source.html#l00053">53</a> of file <a class="el" href="vanilla__update_8hpp_source.html">vanilla_update.hpp</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/sgd/update_policies/<a class="el" href="vanilla__update_8hpp_source.html">vanilla_update.hpp</a></li>
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</ul>
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