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use itertools::izip;
use ndarray::Array2;
use crate::neural_network::{layer::Layer, Summary};
use super::Optimizer;
pub struct SGD {
momentum: f64,
learning_rate: f64,
decay: f64,
iteration: usize,
current_learning_rate: f64,
weights_momentum: Vec<Array2<f64>>,
biases_momentum: Vec<Array2<f64>>,
}
impl SGD {
pub fn new(learning_rate: f64, momentum: f64, decay: f64) -> SGD {
SGD {
learning_rate,
momentum,
decay,
iteration: 0,
current_learning_rate: learning_rate,
weights_momentum: Vec::new(),
biases_momentum: Vec::new(),
}
}
pub fn default() -> SGD {
SGD::new(0.1, 0.5, 0.0005)
}
}
impl Optimizer for SGD {
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() {
let mut weights_update = -self.current_learning_rate * nabla_w;
let mut biases_update = -self.current_learning_rate * nabla_b;
if self.momentum > 0.0 {
let weights_momentum = &self.weights_momentum[i];
let biases_momentum = &self.biases_momentum[i];
weights_update = weights_update + self.momentum * weights_momentum;
biases_update = biases_update + self.momentum * biases_momentum;
self.weights_momentum[i] = weights_update.clone();
self.biases_momentum[i] = biases_update.clone();
}
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_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 SGD {
fn summerize(&self) -> String {
"SGD".to_string()
}
}