public class SGD<Model: Layer>: Optimizer
    where Model.AllDifferentiableVariables == Model.CotangentVector

Stochastic gradient descent (SGD) optimizer.

An optimizer that implements stochastic gradient descent, with support for momentum, learning rate decay, and Nesterov momentum.

  • The learning rate.

    Declaration

    public var learningRate: Float
  • The momentum factor. It accelerates stochastic gradient descent in the relevant direction and dampens oscillations.

    Declaration

    public var momentum: Float
  • The weight decay.

    Declaration

    public var decay: Float
  • Use Nesterov momentum if true.

    Declaration

    public var nesterov: Bool
  • The velocity state of the model

    Declaration

    public var velocity: Model.AllDifferentiableVariables
  • The set of steps taken.

    Declaration

    public var step: Int
  • Declaration

    public init(
        for model: __shared Model,
        learningRate: Float = 0.01,
        momentum: Float = 0,
        decay: Float = 0,
        nesterov: Bool = false
    )
  • Declaration

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