adam.hpp File Reference
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Classes

class  AdamType< UpdateRule >
 Adam is an optimizer that computes individual adaptive learning rates for different parameters from estimates of first and second moments of the gradients. More...

 

Namespaces

 mlpack
 
.hpp
 
 mlpack::optimization
 

Typedefs

using Adam = AdamType< AdamUpdate >
 
using AdaMax = AdamType< AdaMaxUpdate >
 
using AMSGrad = AdamType< AMSGradUpdate >
 
using Nadam = AdamType< NadamUpdate >
 
using NadaMax = AdamType< NadaMaxUpdate >
 
using OptimisticAdam = AdamType< OptimisticAdamUpdate >
 

Detailed Description

Author
Ryan Curtin
Vasanth Kalingeri
Marcus Edel
Vivek Pal
Sourabh Varshney
Haritha Nair

Adam, AdaMax, AMSGrad, Nadam and Nadamax optimizers. Adam is an an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. AdaMax is simply a variant of Adam based on the infinity norm. AMSGrad is another variant of Adam with guaranteed convergence. Nadam is another variant of Adam based on NAG. NadaMax is a variant for Nadam based on Infinity form.

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file adam.hpp.