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update on algorithm

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This commit is contained in:
张壹 2020-10-21 18:16:06 +08:00
parent 056f396ad4
commit 86e539756b
1 changed files with 40 additions and 8 deletions
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48
src/lib/sgd.cpp
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@ -203,11 +203,14 @@ int momentum(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_
mk[i] = 0.0;
}
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -217,6 +220,7 @@ int momentum(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -248,8 +252,10 @@ int nag(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_float
mk[i] = 0.0;
}
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
for (int i = 0; i < n_size; i++)
@ -257,7 +263,8 @@ int nag(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_float
xk[i] = x[i] - para.mu*para.alpha*mk[i];
}
*fx = Evafp(instance, xk, g, n_size, m);
tmp_fx = Evafp(instance, xk, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -267,6 +274,7 @@ int nag(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_float
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -298,11 +306,14 @@ int adagrad(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
mk[i] = 0.0;
}
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -312,6 +323,7 @@ int adagrad(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -342,11 +354,14 @@ int rmsprop(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
vk[i] = 0.0;
}
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -356,6 +371,7 @@ int rmsprop(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -393,6 +409,7 @@ int adam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_floa
sgd_float beta_1t = 1.0, beta_2t = 1.0;
sgd_float alpha_k;
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
beta_1t *= para.beta_1;
@ -400,9 +417,11 @@ int adam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_floa
alpha_k = para.alpha * sqrt(1.0 - beta_2t)/(1.0 - beta_1t);
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -413,6 +432,7 @@ int adam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_floa
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -453,15 +473,18 @@ int nadam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_flo
sgd_float beta_1t = 1.0, beta_1t1 = para.beta_1, beta_2t = 1.0;
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
beta_1t *= para.beta_1;
beta_1t1 *= para.beta_1;
beta_2t *= para.beta_2;
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -477,6 +500,7 @@ int nadam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_flo
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -518,13 +542,16 @@ int adamax(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_fl
sgd_float beta_1t = 1.0;
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
beta_1t *= para.beta_1;
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -535,6 +562,7 @@ int adamax(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_fl
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;
@ -573,6 +601,7 @@ int adabelief(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd
sgd_float beta_1t = 1.0, beta_2t = 1.0;
sgd_float alpha_k;
sgd_float tmp_fx;
for (int t = 0; t < para.iteration; t++)
{
beta_1t *= para.beta_1;
@ -580,9 +609,11 @@ int adabelief(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd
alpha_k = para.alpha * sqrt(1.0 - beta_2t)/(1.0 - beta_1t);
*fx = 0.0;
for (int m = 0; m < m_size; m++)
{
*fx = Evafp(instance, x, g, n_size, m);
tmp_fx = Evafp(instance, x, g, n_size, m);
*fx += tmp_fx;
for (int i = 0; i < n_size; i++)
{
@ -593,6 +624,7 @@ int adabelief(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd
if (x[i] != x[i]) return SGD_NAN_VALUE;
}
}
*fx /= m_size;
if (Profp(instance, *fx, x, g, param, n_size, t)) return SGD_STOP;
if (*fx < para.epsilon) return SGD_CONVERGENCE;