Class: Daimond::Optim::SGD

Inherits:
Object
  • Object
show all
Defined in:
lib/daimond/optim/sgd.rb

Direct Known Subclasses

Adam

Instance Method Summary collapse

Constructor Details

#initialize(parameters, lr: 0.01, momentum: 0.9) ⇒ SGD

Returns a new instance of SGD.



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# File 'lib/daimond/optim/sgd.rb', line 4

def initialize(parameters, lr: 0.01, momentum: 0.9)
  @parameters = parameters
  @lr = lr
  @momentum = momentum
  @velocities = parameters.map { |p| Numo::DFloat.zeros(*p.shape) }
end

Instance Method Details

#step ⇒ Object 



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# File 'lib/daimond/optim/sgd.rb', line 11

def step
  @parameters.each_with_index do |param, i|
    @velocities[i] = @momentum * @velocities[i] + param.grad
    param.data -= @lr * @velocities[i]
  end
end

#zero_grad ⇒ Object 



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# File 'lib/daimond/optim/sgd.rb', line 18

def zero_grad
  @parameters.each do |p|
    p.grad = Numo::DFloat.zeros(*p.shape)
  end
end