AdaMax 

public class AdaMax<Model: Differentiable & KeyPathIterable>: Optimizer
where
  Model.TangentVector: VectorProtocol & PointwiseMultiplicative & ElementaryFunctions
    & KeyPathIterable,
  Model.TangentVector.VectorSpaceScalar == Float

AdaMax optimizer.

A variant of Adam based on the infinity-norm.

Reference: Section 7 of “Adam - A Method for Stochastic Optimization”

  • Declaration

    public typealias Model = Model

  • The learning rate.

    Declaration

    public var learningRate: Float

  • Decay rate used to estimate the first moment (mean) of gradients.

    Declaration

    public var beta1: Float

  • Decay rate used to estimate the exponentially weighted infinity norm.

    Declaration

    public var beta2: Float

  • A small scalar added to the denominator to improve numerical stability.

    Declaration

    public var epsilon: Float

  • The learning rate decay.

    Declaration

    public var decay: Float

  • The step count.

    Declaration

    public var step: Int

  • The first moments of the weights.

    Declaration

    public var firstMoments: Model.TangentVector

  • The exponentially weighted infinity norm of the weights.

    Declaration

    public var infinityNorm: Model.TangentVector

  • Note: The default parameters follow those provided in the paper.

    Declaration

    public init(
  for model: __shared Model,
  learningRate: Float = 0.002,
  beta1: Float = 0.9,
  beta2: Float = 0.999,
  epsilon: Float = 1e-8,
  decay: Float = 0
)

  • Declaration

    public func update(_ model: inout Model, along direction: Model.TangentVector)

  • Declaration

    public required init(copying other: AdaMax, to device: Device)