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Editing: AdaGrad.php
<?php namespace Rubix\ML\NeuralNet\Optimizers; use Tensor\Tensor; use Rubix\ML\NeuralNet\Parameter; use Rubix\ML\Exceptions\InvalidArgumentException; use Rubix\ML\Exceptions\RuntimeException; use function get_class; use const Rubix\ML\EPSILON; /** * AdaGrad * * Short for Adaptive Gradient, the AdaGrad Optimizer speeds up the learning of * parameters that do not change often and slows down the learning of parameters * that do enjoy heavy activity. * * References: * [1] J. Duchi et al. (2011). Adaptive Subgradient Methods for Online Learning * and Stochastic Optimization. * * @category Machine Learning * @package Rubix/ML * @author Andrew DalPino */ class AdaGrad implements Optimizer, Adaptive { /** * The learning rate that controls the global step size. * * @var float */ protected float $rate; /** * The cache of sum of squared gradients. * * @var Tensor[] */ protected array $cache = [ // ]; /** * @param float $rate * @throws InvalidArgumentException */ public function __construct(float $rate = 0.01) { if ($rate <= 0.0) { throw new InvalidArgumentException('Learning rate must be' . " greater than 0, $rate given."); } $this->rate = $rate; } /** * Warm the parameter cache. * * @internal * * @param Parameter $param * @throws RuntimeException */ public function warm(Parameter $param) : void { $class = get_class($param->param()); if ($class === false) { throw new RuntimeException('Could not locate parameter class.'); } $this->cache[$param->id()] = $class::zeros(...$param->param()->shape()); } /** * Take a step of gradient descent for a given parameter. * * @internal * * @param Parameter $param * @param Tensor<int|float|array> $gradient * @return Tensor<int|float|array> */ public function step(Parameter $param, Tensor $gradient) : Tensor { $norm = $this->cache[$param->id()]; $norm = $norm->add($gradient->square()); $this->cache[$param->id()] = $norm; return $gradient->multiply($this->rate) ->divide($norm->sqrt()->clipLower(EPSILON)); } /** * Return the string representation of the object. * * @internal * * @return string */ public function __toString() : string { return "AdaGrad (rate: {$this->rate})"; } }
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