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use itertools::izip;
use ndarray::Array2;
use crate::neural_network::{layer::Layer, Summary};
use super::Optimizer;
#[allow(non_camel_case_types)]
pub struct ADAM {
learning_rate: f64,
decay: f64,
iteration: usize,
current_learning_rate: f64,
epsilon: f64,
beta_1: f64,
beta_2: f64,
weights_cache: Vec<Array2<f64>>,
biases_cache: Vec<Array2<f64>>,
weights_momentum: Vec<Array2<f64>>,
biases_momentum: Vec<Array2<f64>>,
}
impl ADAM {
pub fn new(learning_rate: f64, decay: f64, epsilon: f64, beta_1: f64, beta_2: f64) -> ADAM {
ADAM {
learning_rate,
decay,
iteration: 0,
current_learning_rate: learning_rate,
weights_cache: Vec::new(),
biases_cache: Vec::new(),
weights_momentum: Vec::new(),
biases_momentum: Vec::new(),
epsilon,
beta_1,
beta_2,
}
}
pub fn default() -> ADAM {
ADAM::new(0.002, 1e-5, 1e-7, 0.9, 0.999)
}
}
impl Optimizer for ADAM {
fn update_params(
&mut self,
layers: &mut Vec<Layer>,
nabla_bs: &Vec<Array2<f64>>,
nabla_ws: &Vec<Array2<f64>>,
) {
for (i, (layer, nabla_b, nabla_w)) in izip!(layers, nabla_bs, nabla_ws).enumerate() {
self.weights_momentum[i] =
self.beta_1 * &self.weights_momentum[i] + (1.0 - self.beta_1) * nabla_w;
self.biases_momentum[i] =
self.beta_1 * &self.biases_momentum[i] + (1.0 - self.beta_1) * nabla_b;
self.weights_cache[i] =
self.beta_2 * &self.weights_cache[i] + (1.0 - self.beta_2) * (nabla_w * nabla_w);
self.biases_cache[i] =
self.beta_2 * &self.biases_cache[i] + (1.0 - self.beta_2) * (nabla_b * nabla_b);
let weights_momentum_corrected =
&self.weights_momentum[i] / (1.0 - self.beta_1.powi(i as i32 + 1));
let biases_momentum_corrected =
&self.biases_momentum[i] / (1.0 - self.beta_1.powi(i as i32 + 1));
let weights_cache_corrected =
&self.weights_cache[i] / (1.0 - self.beta_2.powi(i as i32 + 1));
let biases_cache_corrected =
&self.biases_cache[i] / (1.0 - self.beta_2.powi(i as i32 + 1));
let weights_update = self.current_learning_rate * weights_momentum_corrected
/ (weights_cache_corrected.mapv(f64::sqrt) + self.epsilon);
let biases_update = self.current_learning_rate * biases_momentum_corrected
/ (biases_cache_corrected.mapv(f64::sqrt) + self.epsilon);
layer.weights = &layer.weights - &weights_update;
layer.biases = &layer.biases - &biases_update;
}
}
fn initialize(&mut self, layers: &Vec<Layer>) {
for layer in layers {
self.weights_cache.push(Array2::zeros(layer.weights.dim()));
self.biases_cache.push(Array2::zeros(layer.biases.dim()));
self.weights_momentum
.push(Array2::zeros(layer.weights.dim()));
self.biases_momentum.push(Array2::zeros(layer.biases.dim()));
}
}
fn pre_update(&mut self) {
if self.decay > 0.0 {
self.current_learning_rate =
self.learning_rate * (1.0 / (1.0 + self.decay * self.iteration as f64));
}
}
fn post_update(&mut self) {
self.iteration += 1;
}
}
impl Summary for ADAM {
fn summerize(&self) -> String {
"ADAM".to_string()
}
}