// this magic number was arrived at with relation to the CoNLL benchmark, and tinkering
public override bool UpdateWeights(ConcatVector weights, ConcatVector gradient, double logLikelihood, AbstractBatchOptimizer.OptimizationState optimizationState, bool quiet)
{
BacktrackingAdaGradOptimizer.AdaGradOptimizationState s = (BacktrackingAdaGradOptimizer.AdaGradOptimizationState)optimizationState;
double logLikelihoodChange = logLikelihood - s.lastLogLikelihood;
if (logLikelihoodChange == 0)
{
if (!quiet)
{
log.Info("\tlogLikelihood improvement = 0: quitting");
}
return(true);
}
else
{
// Check if we should backtrack
if (logLikelihoodChange < 0)
{
// If we should, move the weights back by half, and cut the lastDerivative by half
s.lastDerivative.MapInPlace(null);
weights.AddVectorInPlace(s.lastDerivative, -1.0);
if (!quiet)
{
log.Info("\tBACKTRACK...");
}
// if the lastDerivative norm falls below a threshold, it means we've converged
if (s.lastDerivative.DotProduct(s.lastDerivative) < 1.0e-10)
{
if (!quiet)
{
log.Info("\tBacktracking derivative norm " + s.lastDerivative.DotProduct(s.lastDerivative) + " < 1.0e-9: quitting");
}
return(true);
}
}
else
{
// Apply AdaGrad
ConcatVector squared = gradient.DeepClone();
squared.MapInPlace(null);
s.adagradAccumulator.AddVectorInPlace(squared, 1.0);
ConcatVector sqrt = s.adagradAccumulator.DeepClone();
sqrt.MapInPlace(null);
gradient.ElementwiseProductInPlace(sqrt);
weights.AddVectorInPlace(gradient, 1.0);
// Setup for backtracking, in case necessary
s.lastDerivative = gradient;
s.lastLogLikelihood = logLikelihood;
if (!quiet)
{
log.Info("\tLL: " + logLikelihood);
}
}
}
return(false);
}
