lecun_normal_init.hpp

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#ifndef MLPACK_METHODS_ANN_INIT_RULES_LECUN_NORMAL_INIT_HPP
#define MLPACK_METHODS_ANN_INIT_RULES_LECUN_NORMAL_INIT_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/math/random.hpp>

namespace mlpack {
namespace ann  {

class LecunNormalInitialization
{
 public:
  LecunNormalInitialization()
  {
    // Nothing to do here.
  }

  void Initialize(arma::mat& W,
                  const size_t rows,
                  const size_t cols)
  {
    // He initialization rule says to initialize weights with random
    // values taken from a gaussian distribution with mean = 0 and
    // standard deviation = sqrt(1 / rows), i.e. variance = (1 / rows).
    const double variance = 1.0 / ((double) rows);

    if (W.is_empty())
    {
      W.set_size(rows, cols);
    }

    // Multipling a random variable X with variance V(X) by some factor c,
    // then the variance V(cX) = (c ^ 2) * V(X).
    W.imbue( [&]() { return sqrt(variance) * arma::randn(); } );
  }

  void Initialize(arma::cube & W,
                  const size_t rows,
                  const size_t cols,
                  const size_t slices)
  {
    if (W.is_empty())
      W.set_size(rows, cols, slices);

    for (size_t i = 0; i < slices; i++)
      Initialize(W.slice(i), rows, cols);
  }
}; // class LecunNormalInitialization

} // namespace ann
} // namespace mlpack

#endif