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Diffstat (limited to 'contrib/torch/optim/rprop.lua')
-rw-r--r-- | contrib/torch/optim/rprop.lua | 103 |
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 |