L2Regularization
class L2Regularization[T](val regularizationConstant: Double, stepSize: Double, maxIter: Int, tolerance: Double, minImprovementWindow: Int)(implicit vspace: MutableFiniteCoordinateField[T, _, Double], rand: RandBasis) extends StochasticGradientDescent[T]
Implements the L2 regularization update.
Each step is:
x_{t+1}i = (s_{ti} * x_{ti} - \eta * g_ti) / (eta * regularization + delta + s_ti)
where g_ti is the gradient and s_ti = \sqrt(\sum_t'^{t} g_ti^2)
class StochasticGradientDescent[T]
trait SerializableLogging
trait Serializable
class Object
trait Matchable
class Any
Type members
Classlikes
Inherited types
Value members
Concrete methods
override def updateHistory(newX: T, newGrad: T, newValue: Double, f: StochasticDiffFunction[T], oldState: State): History
- Definition Classes