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Posted to commits@mxnet.apache.org by GitBox <gi...@apache.org> on 2019/07/23 22:26:00 UTC

[GitHub] [incubator-mxnet] ChaiBapchya opened a new issue #15643: NDArray API NN Optimizer (Multi-* update category) absent in Doc

ChaiBapchya opened a new issue #15643: NDArray API NN Optimizer (Multi-* update category) absent in Doc
URL: https://github.com/apache/incubator-mxnet/issues/15643
 
 
   Neural Network Optimizer updates such as
   `multi_mp_sgd_mom_update`, `multi_mp_sgd_update`, `multi_sgd_mom_update`, `multi_sgd_update`
   
   They are present in Symbol API doc but not in NDArray API doc.
   However, upon checking definition of 1 of the operators
   
   ```
   >>> help(mx.nd.multi_sgd_mom_update)
   ```
   ```
   Help on function multi_sgd_mom_update:
   
   multi_sgd_mom_update(*data, **kwargs)
       Momentum update function for Stochastic Gradient Descent (SGD) optimizer.
       
       Momentum update has better convergence rates on neural networks. Mathematically it looks
       like below:
       
       .. math::
       
         v_1 = \alpha * \nabla J(W_0)\\
         v_t = \gamma v_{t-1} - \alpha * \nabla J(W_{t-1})\\
         W_t = W_{t-1} + v_t
       
       It updates the weights using::
       
         v = momentum * v - learning_rate * gradient
         weight += v
       
       Where the parameter ``momentum`` is the decay rate of momentum estimates at each epoch.
       
       
       
       Defined in src/operator/optimizer_op.cc:L372
       
       Parameters
       ----------
       data : NDArray[]
           Weights, gradients and momentum
       lrs : tuple of <float>, required
           Learning rates.
       wds : tuple of <float>, required
           Weight decay augments the objective function with a regularization term that penalizes large weights. The penalty scales with the square of the magnitude of each weight.
       momentum : float, optional, default=0
           The decay rate of momentum estimates at each epoch.
       rescale_grad : float, optional, default=1
           Rescale gradient to grad = rescale_grad*grad.
       clip_gradient : float, optional, default=-1
           Clip gradient to the range of [-clip_gradient, clip_gradient] If clip_gradient <= 0, gradient clipping is turned off. grad = max(min(grad, clip_gradient), -clip_gradient).
       num_weights : int, optional, default='1'
   ```
   

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