Created
March 1, 2017 12:35
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// Initialise the parameters mem, g and g2. | |
arma::mat mem = arma::ones<arma::mat>(iterate.n_rows, iterate.n_cols); | |
arma::mat g = arma::zeros<arma::mat>(iterate.n_rows, iterate.n_cols); | |
arma::mat g2 = arma::zeros<arma::mat>(iterate.n_rows, iterate.n_cols); | |
// And update the iterate. | |
arma::mat r = 1 / (mem + 1); | |
g = (1 - r) % g; | |
g += r % gradient; | |
g2 = (1 - r) % g2; | |
g2 += r % (gradient % gradient); | |
double x = arma::as_scalar(g * (g / (g2 + eps))); | |
iterate -= gradient * std::min(x, lRate) / (arma::sqrt(g2) + eps); | |
mem *= (1 - x); | |
mem += 1; |
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