aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/torch/optim/rprop.lua
diff options
context:
space:
mode:
Diffstat (limited to 'contrib/torch/optim/rprop.lua')
-rw-r--r--contrib/torch/optim/rprop.lua103
1 files changed, 0 insertions, 103 deletions
diff --git a/contrib/torch/optim/rprop.lua b/contrib/torch/optim/rprop.lua
deleted file mode 100644
index d7af16429..000000000
--- a/contrib/torch/optim/rprop.lua
+++ /dev/null
@@ -1,103 +0,0 @@
---[[ A plain implementation of RPROP
-
-ARGS:
-- `opfunc` : a function that takes a single input (X), the point of
- evaluation, and returns f(X) and df/dX
-- `x` : the initial point
-- `state` : a table describing the state of the optimizer; after each
- call the state is modified
-- `state.stepsize` : initial step size, common to all components
-- `state.etaplus` : multiplicative increase factor, > 1 (default 1.2)
-- `state.etaminus` : multiplicative decrease factor, < 1 (default 0.5)
-- `state.stepsizemax` : maximum stepsize allowed (default 50)
-- `state.stepsizemin` : minimum stepsize allowed (default 1e-6)
-- `state.niter` : number of iterations (default 1)
-
-RETURN:
-- `x` : the new x vector
-- `f(x)` : the function, evaluated before the update
-
-(Martin Riedmiller, Koray Kavukcuoglu 2013)
---]]
-function optim.rprop(opfunc, x, config, state)
- if config == nil and state == nil then
- print('no state table RPROP initializing')
- end
- -- (0) get/update state
- local config = config or {}
- local state = state or config
- local stepsize = config.stepsize or 0.1
- local etaplus = config.etaplus or 1.2
- local etaminus = config.etaminus or 0.5
- local stepsizemax = config.stepsizemax or 50.0
- local stepsizemin = config.stepsizemin or 1E-06
- local niter = config.niter or 1
-
- local hfx = {}
-
- for i=1,niter do
-
- -- (1) evaluate f(x) and df/dx
- local fx,dfdx = opfunc(x)
-
- -- init temp storage
- if not state.delta then
- state.delta = dfdx.new(dfdx:size()):zero()
- state.stepsize = dfdx.new(dfdx:size()):fill(stepsize)
- state.sign = dfdx.new(dfdx:size())
- state.psign = torch.ByteTensor(dfdx:size())
- state.nsign = torch.ByteTensor(dfdx:size())
- state.zsign = torch.ByteTensor(dfdx:size())
- state.dminmax = torch.ByteTensor(dfdx:size())
- if torch.type(x)=='torch.CudaTensor' then
- -- Push to GPU
- state.psign = state.psign:cuda()
- state.nsign = state.nsign:cuda()
- state.zsign = state.zsign:cuda()
- state.dminmax = state.dminmax:cuda()
- end
- end
-
- -- sign of derivative from last step to this one
- torch.cmul(state.sign, dfdx, state.delta)
- torch.sign(state.sign, state.sign)
-
- -- get indices of >0, <0 and ==0 entries
- state.sign.gt(state.psign, state.sign, 0)
- state.sign.lt(state.nsign, state.sign, 0)
- state.sign.eq(state.zsign, state.sign, 0)
-
- -- get step size updates
- state.sign[state.psign] = etaplus
- state.sign[state.nsign] = etaminus
- state.sign[state.zsign] = 1
-
- -- update stepsizes with step size updates
- state.stepsize:cmul(state.sign)
-
- -- threshold step sizes
- -- >50 => 50
- state.stepsize.gt(state.dminmax, state.stepsize, stepsizemax)
- state.stepsize[state.dminmax] = stepsizemax
- -- <1e-6 ==> 1e-6
- state.stepsize.lt(state.dminmax, state.stepsize, stepsizemin)
- state.stepsize[state.dminmax] = stepsizemin
-
- -- for dir<0, dfdx=0
- -- for dir>=0 dfdx=dfdx
- dfdx[state.nsign] = 0
- -- state.sign = sign(dfdx)
- torch.sign(state.sign,dfdx)
-
- -- update weights
- x:addcmul(-1,state.sign,state.stepsize)
-
- -- update state.dfdx with current dfdx
- state.delta:copy(dfdx)
-
- table.insert(hfx,fx)
- end
-
- -- return x*, f(x) before optimization
- return x,hfx
-end