Momentum

momentum.cpp

// Without policy class..
Optimize(arma::mat& iterate){
  
  arma::mat v = arma::zeros<arma::mat>(iterate.n_rows, iterate.n_cols);
  
  for(;;){
    
    v = momentum*v - stepSize * gradient;
    iterate += v;
  }
}

// The above code in MomentumSGD wil be changed to the following by using a Momentum updatePolicy class:

Optimize(arma::mat& iterate){
  
  updatePolicy.init(iterate.n_rows, iterate.n_cols);
  
  for(;;){
    
    iterate += updatePolicy.update(stepSize,gradient)
  }
}