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SARAHUpdate Class Reference

Vanilla update policy for SARAH. More...

Public Member Functions

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)
 Update step for SARAH. More...


Detailed Description

Vanilla update policy for SARAH.

Definition at line 23 of file sarah_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   

Update step for SARAH.

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

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 38 of file sarah_update.hpp.

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