abstract class StochasticGradientDescent[T](val defaultStepSize: Double, val maxIter: Int, tolerance: Double, fvalMemory: Int)(implicit val vspace: NormedModule[T, Double]) extends FirstOrderMinimizer[T, StochasticDiffFunction[T]] with SerializableLogging
Minimizes a function using stochastic gradient descent
- Companion:
- object
class AdaDeltaGradientDescent[T]
class L1Regularization[T]
class L2Regularization[T]
class SimpleSGD[T]
Type members
Inherited types
type History
Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.
Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.
- Inherited from:
- FirstOrderMinimizer