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/// Stochastic Gradient Descent optimizer implementation with momentum support
///
/// SGD updates parameters in the direction of the negative gradient, with optional
/// momentum to help accelerate training and overcome local minima.
#[derive(Debug, Clone)]
pub struct SGD {
/// Learning rate
pub learning_rate: f64,
/// Momentum coefficient (between 0 and 1)
pub momentum: f64,
/// Velocity for momentum updates
velocity: Vec<f64>,
}
impl SGD {
/// Creates a new SGD optimizer
///
/// # Arguments
///
/// * `learning_rate` - Step size for updates
/// * `momentum` - Momentum coefficient (typically 0.9)
///
/// # Example
///
/// ```
/// use algos::ml::deep::sgd::SGD;
/// let optimizer = SGD::new(0.01, 0.9);
/// ```
pub fn new(learning_rate: f64, momentum: f64) -> Self {
assert!(learning_rate > 0.0, "Learning rate must be positive");
assert!(
(0.0..1.0).contains(&momentum),
"Momentum must be between 0 and 1"
);
SGD {
learning_rate,
momentum,
velocity: Vec::new(),
}
}
/// Initializes the optimizer for a given number of parameters
///
/// # Arguments
///
/// * `param_count` - Number of parameters to optimize
pub fn initialize(&mut self, param_count: usize) {
self.velocity = vec![0.0; param_count];
}
/// Updates parameters using SGD with momentum
///
/// # Arguments
///
/// * `params` - Parameters to update
/// * `grads` - Gradients for each parameter
///
/// # Returns
///
/// * Updated parameters
pub fn update(&mut self, params: &[f64], grads: &[f64]) -> Vec<f64> {
assert_eq!(
params.len(),
grads.len(),
"Parameters and gradients must have same length"
);
if self.velocity.is_empty() {
self.initialize(params.len());
}
let mut updated_params = params.to_vec();
for i in 0..params.len() {
// Update velocity with momentum
self.velocity[i] = self.momentum * self.velocity[i] - self.learning_rate * grads[i];
// Update parameters
updated_params[i] += self.velocity[i];
}
updated_params
}
/// Updates 2D parameters (e.g., weight matrices)
///
/// # Arguments
///
/// * `params` - 2D parameters to update
/// * `grads` - 2D gradients for each parameter
///
/// # Returns
///
/// * Updated 2D parameters
pub fn update_2d(&mut self, params: &[Vec<f64>], grads: &[Vec<f64>]) -> Vec<Vec<f64>> {
assert_eq!(
params.len(),
grads.len(),
"Parameters and gradients must have same dimensions"
);
let total_params: usize = params.iter().map(|row| row.len()).sum();
if self.velocity.is_empty() {
self.initialize(total_params);
}
let mut updated_params = params.to_vec();
let mut velocity_idx = 0;
for i in 0..params.len() {
assert_eq!(
params[i].len(),
grads[i].len(),
"Parameter and gradient rows must have same length"
);
for j in 0..params[i].len() {
// Update velocity with momentum
self.velocity[velocity_idx] =
self.momentum * self.velocity[velocity_idx] - self.learning_rate * grads[i][j];
// Update parameters
updated_params[i][j] += self.velocity[velocity_idx];
velocity_idx += 1;
}
}
updated_params
}
/// Updates 4D parameters (e.g., convolutional filters)
///
/// # Arguments
///
/// * `params` - 4D parameters to update
/// * `grads` - 4D gradients for each parameter
///
/// # Returns
///
/// * Updated 4D parameters
pub fn update_4d(
&mut self,
params: &[Vec<Vec<Vec<f64>>>],
grads: &[Vec<Vec<Vec<f64>>>],
) -> Vec<Vec<Vec<Vec<f64>>>> {
assert_eq!(
params.len(),
grads.len(),
"Parameters and gradients must have same dimensions"
);
let total_params: usize = params
.iter()
.flat_map(|x| x.iter())
.flat_map(|x| x.iter())
.map(|x| x.len())
.sum();
if self.velocity.is_empty() {
self.initialize(total_params);
}
let mut updated_params = params.to_vec();
let mut velocity_idx = 0;
for i in 0..params.len() {
assert_eq!(params[i].len(), grads[i].len());
for j in 0..params[i].len() {
assert_eq!(params[i][j].len(), grads[i][j].len());
for k in 0..params[i][j].len() {
assert_eq!(params[i][j][k].len(), grads[i][j][k].len());
for l in 0..params[i][j][k].len() {
// Update velocity with momentum
self.velocity[velocity_idx] = self.momentum * self.velocity[velocity_idx]
- self.learning_rate * grads[i][j][k][l];
// Update parameters
updated_params[i][j][k][l] += self.velocity[velocity_idx];
velocity_idx += 1;
}
}
}
}
updated_params
}
}
#[cfg(test)]
mod tests {
use super::*;
/// Tests SGD initialization
#[test]
fn test_sgd_initialization() {
let optimizer = SGD::new(0.01, 0.9);
assert_eq!(optimizer.learning_rate, 0.01);
assert_eq!(optimizer.momentum, 0.9);
assert!(optimizer.velocity.is_empty());
}
/// Tests invalid learning rate
#[test]
#[should_panic(expected = "Learning rate must be positive")]
fn test_invalid_learning_rate() {
SGD::new(-0.01, 0.9);
}
/// Tests invalid momentum
#[test]
#[should_panic(expected = "Momentum must be between 0 and 1")]
fn test_invalid_momentum() {
SGD::new(0.01, 1.5);
}
/// Tests parameter update
#[test]
fn test_parameter_update() {
let mut optimizer = SGD::new(0.1, 0.9);
let params = vec![1.0, 2.0, 3.0];
let grads = vec![0.1, 0.2, 0.3];
let updated = optimizer.update(¶ms, &grads);
assert_eq!(updated.len(), params.len());
for i in 0..params.len() {
assert!(updated[i] != params[i]); // Parameters should change
}
}
/// Tests 2D parameter update
#[test]
fn test_2d_parameter_update() {
let mut optimizer = SGD::new(0.1, 0.9);
let params = vec![vec![1.0, 2.0], vec![3.0, 4.0]];
let grads = vec![vec![0.1, 0.2], vec![0.3, 0.4]];
let updated = optimizer.update_2d(¶ms, &grads);
assert_eq!(updated.len(), params.len());
assert_eq!(updated[0].len(), params[0].len());
for i in 0..params.len() {
for j in 0..params[i].len() {
assert!(updated[i][j] != params[i][j]); // Parameters should change
}
}
}
/// Tests 4D parameter update
#[test]
fn test_4d_parameter_update() {
let mut optimizer = SGD::new(0.1, 0.9);
let params = vec![vec![vec![vec![1.0; 2]; 2]; 2]; 2];
let grads = vec![vec![vec![vec![0.1; 2]; 2]; 2]; 2];
let updated = optimizer.update_4d(¶ms, &grads);
assert_eq!(updated.len(), params.len());
assert_eq!(updated[0].len(), params[0].len());
assert_eq!(updated[0][0].len(), params[0][0].len());
assert_eq!(updated[0][0][0].len(), params[0][0][0].len());
// Check that parameters have been updated
assert!(updated[0][0][0][0] != params[0][0][0][0]);
}
/// Tests momentum effect
#[test]
fn test_momentum() {
let mut optimizer = SGD::new(0.1, 0.9);
let params = vec![1.0];
let grads = vec![1.0];
// First update
let updated1 = optimizer.update(¶ms, &grads);
let velocity1 = optimizer.velocity[0];
// Second update with same gradient
let _updated2 = optimizer.update(&updated1, &grads);
let velocity2 = optimizer.velocity[0];
// Velocity should increase due to momentum
assert!(velocity2.abs() > velocity1.abs());
}
}