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SARAHPlusUpdate Class Reference

SARAH+ provides an automatic and adaptive choice of the inner loop size. More...

Public Member Functions

 SARAHPlusUpdate (const double gamma=0.125)
 
bool Update (arma::mat &iterate, arma::mat &v, const arma::mat &gradient, const arma::mat &gradient0, const size_t batchSize, const double stepSize, const double vNorm)
 Update step for SARAH+. More...

 

Detailed Description

SARAH+ provides an automatic and adaptive choice of the inner loop size.

Definition at line 24 of file sarah_plus_update.hpp.

Constructor & Destructor Documentation

◆ SARAHPlusUpdate()

SARAHPlusUpdate ( const double  gamma = 0.125)
inline

Definition at line 32 of file sarah_plus_update.hpp.

Member Function Documentation

◆ Update()

bool Update ( arma::mat &  iterate,
arma::mat &  v,
const arma::mat &  gradient,
const arma::mat &  gradient0,
const size_t  batchSize,
const double  stepSize,
const double  vNorm 
)
inline

Update step for SARAH+.

The function parameters are updated in the negative direction of the gradient.

Parameters
iterateParameters that minimize the function.
vUnbiased estimator of the gradient.
gradientThe current gradient matrix at time t.
gradient0The old gradient matrix at time t - 1.
batchSizeBatch size to be used for the given iteration.
stepSizeStep size to be used for the given iteration.
vNormThe norm of the full gradient.

Definition at line 49 of file sarah_plus_update.hpp.


The documentation for this class was generated from the following file: