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alextp/arow.py

Created January 7, 2012 23:38
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arow
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arow.py
# a short implementation of arow in theano
def arow(params, loss, lbda1, lbda2):
sigma = [theano.shared(value=np.ones(p.value.shape)) for p in params]
gl = [T.grad(cost=loss, wrt=p) for p in params]
ups = {}
for i in xrange(len(params)):
ups[params[i]] = params[i] - lbda1*gl[i]/sigma[i]
ups[sigma[i]] = sigma[i] + lbda2*gl[i]*gl[i]
return ups
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