|void||Initialize (const size_t, const size_t)|
|The Initialize method is called by SGD Optimizer method before the start of the iteration update process. More...|
|void||Update (arma::mat &iterate, const double stepSize, const arma::mat &gradient)|
|Update step for SGD. More...|
Vanilla update policy for Stochastic Gradient Descent (SGD).
The following update scheme is used to update SGD in every iteration:
where is a parameter which specifies the step size. is chosen according to (the iteration number).
Member Function Documentation
The Initialize method is called by SGD 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.
The documentation for this class was generated from the following file:
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