org.nd4j.linalg.learning.RmsPropUpdater Maven / Gradle / Ivy
/*******************************************************************************
* Copyright (c) 2015-2018 Skymind, Inc.
*
* This program and the accompanying materials are made available under the
* terms of the Apache License, Version 2.0 which is available at
* https://www.apache.org/licenses/LICENSE-2.0.
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations
* under the License.
*
* SPDX-License-Identifier: Apache-2.0
******************************************************************************/
package org.nd4j.linalg.learning;
import lombok.Data;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.api.shape.Shape;
import org.nd4j.linalg.learning.config.RmsProp;
import org.nd4j.linalg.ops.transforms.Transforms;
/**
* RMS Prop updates:
*
* http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf
* http://cs231n.github.io/neural-networks-3/#ada
*
* @author Adam Gibson
*/
@Data
public class RmsPropUpdater implements GradientUpdater {
private final RmsProp config;
private INDArray lastGradient;
private char gradientReshapeOrder;
public RmsPropUpdater(RmsProp config) {
this.config = config;
}
@Override
public void setStateViewArray(INDArray viewArray, long[] gradientShape, char gradientOrder, boolean initialize) {
if (!viewArray.isRowVectorOrScalar())
throw new IllegalArgumentException("Invalid input: expect row vector input");
if (initialize)
viewArray.assign(config.getEpsilon());
this.lastGradient = viewArray;
//Reshape to match the expected shape of the input gradient arrays
this.lastGradient = Shape.newShapeNoCopy(this.lastGradient, gradientShape, gradientOrder == 'f');
if (lastGradient == null)
throw new IllegalStateException("Could not correctly reshape gradient view array");
gradientReshapeOrder = gradientOrder;
}
@Override
public void applyUpdater(INDArray gradient, int iteration, int epoch) {
if (lastGradient == null)
throw new IllegalStateException("Updater has not been initialized with view state");
double learningRate = config.getLearningRate(iteration, epoch);
double rmsDecay = config.getRmsDecay();
double epsilon = config.getEpsilon();
lastGradient.muli(rmsDecay).addi(gradient.mul(gradient).muli(1 - rmsDecay));
// lr * gradient / (sqrt(cache) + 1e-8)
gradient.muli(learningRate).divi(Transforms.sqrt(lastGradient.dup(gradientReshapeOrder), false).addi(epsilon));
}
}