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use std::collections::HashMap;
use crate::UnitValue;
pub trait Optimizer<U> where U: Clone + Copy + UnitValue<U> {
fn update(&mut self,e:U,w:&mut U);
}
pub struct SGD<U> where U: UnitValue<U> {
a:U,
lambda:U
}
impl<U> SGD<U> where U: UnitValue<U> {
pub fn new(a:U) -> SGD<U> {
SGD {
a:a,
lambda:U::default()
}
}
pub fn with_lambda(a:U,lambda:U) -> SGD<U> {
SGD {
a:a,
lambda:lambda,
}
}
}
impl<U> Optimizer<U> for SGD<U> where U: UnitValue<U> {
#[inline]
fn update(&mut self, e: U, w: &mut U) {
let a = self.a;
let lambda = self.lambda;
*w = *w - a * (e + lambda * *w);
}
}
pub struct MomentumSGD<U> where U: UnitValue<U> {
a:U,
mu:U,
lambda:U,
vt:HashMap<*const U,U>
}
impl<U> MomentumSGD<U> where U: UnitValue<U> {
pub fn new(a:U) -> MomentumSGD<U> {
MomentumSGD {
a:a,
mu:U::from_f64(0.9).expect("Error in type conversion from f64."),
lambda:U::default(),
vt:HashMap::new()
}
}
pub fn with_params(a:U,mu:U,lambda:U) -> MomentumSGD<U> {
MomentumSGD {
a:a,
mu:mu,
lambda:lambda,
vt:HashMap::new()
}
}
}
impl<U> Optimizer<U> for MomentumSGD<U> where U: UnitValue<U> {
#[inline]
fn update(&mut self, e: U, w: &mut U) {
let vt = self.vt.entry(w as * const U).or_insert(U::default());
let a = self.a;
let mu = self.mu;
let lambda = self.lambda;
*vt = mu * *vt - (U::one() - mu) * a * (e + lambda * *w);
*w = *w + *vt;
}
}
pub struct Adagrad<U> where U: UnitValue<U> {
a:U,
gt:HashMap<*const U,U>,
eps:U
}
impl<U> Adagrad<U> where U: UnitValue<U> {
pub fn new() -> Adagrad<U> {
Adagrad {
a:U::from_f64(0.01).expect("Error in type conversion from f64."),
gt:HashMap::new(),
eps:U::from_f64(1e-8f64).expect("Error in type conversion from f64.")
}
}
}
impl<U> Optimizer<U> for Adagrad<U> where U: UnitValue<U> {
#[inline]
fn update(&mut self, e: U, w: &mut U) {
let gt = self.gt.entry(w as *const U).or_insert(U::default());
let a = self.a;
*gt += e * e;
*w = *w - a * e / (gt.sqrt() + self.eps);
}
}
pub struct RMSprop<U> where U: UnitValue<U> {
a:U,
mu:U,
gt:HashMap<*const U,U>,
eps:U
}
impl<U> RMSprop<U> where U: UnitValue<U> {
pub fn new() -> RMSprop<U> {
RMSprop {
a:U::from_f64(0.0001f64).expect("Error in type conversion from f64."),
mu:U::from_f64(0.9f64).expect("Error in type conversion from f64."),
gt:HashMap::new(),
eps:U::from_f64(1e-8f64).expect("Error in type conversion from f64.")
}
}
}
impl<U> Optimizer<U> for RMSprop<U> where U: UnitValue<U> {
#[inline]
fn update(&mut self, e: U, w: &mut U) {
let gt = self.gt.entry(w as *const U).or_insert(U::default());
let a = self.a;
let mu = self.mu;
*gt = mu * *gt + (U::one() - mu) * e * e;
*w = *w - a * e / (gt.sqrt() + self.eps);
}
}
pub struct Adam<U> where U: UnitValue<U> {
a:U,
mt:HashMap<* const U,U>,
vt:HashMap<* const U,U>,
b1:U,
b2:U,
b1t:U,
b2t:U,
eps:U
}
impl<U> Adam<U> where U: UnitValue<U> {
pub fn new() -> Adam<U> {
Adam {
a:U::from_f64(0.001f64).expect("Error in type conversion from f64."),
mt:HashMap::new(),
vt:HashMap::new(),
b1:U::from_f64(0.9f64).expect("Error in type conversion from f64."),
b2:U::from_f64(0.999f64).expect("Error in type conversion from f64."),
b1t:U::from_f64(0.9f64).expect("Error in type conversion from f64."),
b2t:U::from_f64(0.999f64).expect("Error in type conversion from f64."),
eps:U::from_f64(1e-8f64).expect("Error in type conversion from f64.")
}
}
}
impl<U> Optimizer<U> for Adam<U> where U: UnitValue<U> {
#[inline]
fn update(&mut self, e: U, w: &mut U) {
let mt = self.mt.entry(w as *const U).or_insert(U::default());
let vt = self.vt.entry(w as *const U).or_insert(U::default());
let a = self.a;
let b1 = self.b1;
let b2 = self.b2;
let b1t = self.b1t;
let b2t = self.b2t;
*mt = b1 * *mt + (U::one() - self.b1) * e;
*vt = b2 * *vt + (U::one() - self.b2) * e * e;
*w = *w - a * (*mt / (U::one() - b1t)) / ((*vt / (U::one() - b2t)) + self.eps).sqrt();
self.b1t = b1t * b1;
self.b2t = b2t * b2;
}
}