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# ported from https://github.com/pytorch/pytorch/blob/master/torch/optim/rprop.py
module Torch
module Optim
class Rprop < Optimizer
def initialize(params, lr: 1e-2, etas: [0.5, 1.2], step_sizes: [1e-6, 50])
raise ArgumentError, "Invalid learning rate: #{lr}" if lr < 0
raise ArgumentError, "Invalid eta values: #{etas[0]}, #{etas[1]}" if etas[0] < 0 || etas[0] >= 1 || etas[1] < 1
defaults = {lr: lr, etas: etas, step_sizes: step_sizes}
super(params, defaults)
end
def step(closure = nil)
loss = nil
if closure
loss = closure.call
end
@param_groups.each do |group|
group[:params].each do |p|
next unless p.grad
grad = p.grad.data
if grad.sparse?
raise Error, "Rprop does not support sparse gradients"
end
state = @state[p]
# State initialization
if state.size == 0
state[:step] = 0
state[:prev] = Torch.zeros_like(p.data)
state[:step_size] = grad.new.resize_as!(grad).fill!(group[:lr])
end
etaminus, etaplus = group[:etas]
step_size_min, step_size_max = group[:step_sizes]
step_size = state[:step_size]
state[:step] += 1
sign = grad.mul(state[:prev]).sign
sign[sign.gt(0)] = etaplus
sign[sign.lt(0)] = etaminus
sign[sign.eq(0)] = 1
# update stepsizes with step size updates
step_size.mul!(sign).clamp!(step_size_min, step_size_max)
# for dir<0, dfdx=0
# for dir>=0 dfdx=dfdx
grad = grad.clone
grad[sign.eq(etaminus)] = 0
# update parameters
p.data.addcmul!(-1, grad.sign, step_size)
state[:prev].copy!(grad)
end
end
loss
end
end
end
end
Version data entries
13 entries across 13 versions & 1 rubygems