public AdaBoundParameter(NdArray parameter, AdaBound optimizer) : base(parameter) { this.m = new Real[parameter.Data.Length]; this.v = new Real[parameter.Data.Length]; this._optimizer = optimizer; }
public static void UpdateFunctionParameters(Real alpha, Real initialAlpha, Real gamma, Real beta1, Real beta2, Real epsilon, Real eta, long updateCount, NdArray <Real> functionParameter, Real[] m, Real[] v, ref Real finalLr, out Real lower, out Real upper, Func <Real, Real> clip) { Real alphaT = AdamParameter.GetAlphaT(alpha, beta1, beta2, updateCount); AdaBound.UpdateBound(alpha, initialAlpha, gamma, updateCount, ref finalLr, out lower, out upper); for (int i = 0; i < functionParameter.Data.Length; i++) { Real grad = functionParameter.Grad[i]; m[i] += (1 - beta1) * (grad - m[i]); v[i] += (1 - beta2) * (grad * grad - v[i]); Real step = clip(alphaT / (Math.Sqrt(v[i]) + epsilon)); functionParameter.Data[i] -= eta * step * m[i]; } }