adagrad: AdaGrad SGD optimization

View source: R/optimizer.R

adagradR Documentation

AdaGrad SGD optimization

Description

AdaGrad SGD optimization

Usage

adagrad(stepsize = 0.05, epsilon = 1e-08)

Arguments

stepsize

stepsize for SGD

epsilon

epsilon for numerical stability

Details

The update rule for AdaGrad is:

v_t = v_{t-1} + g_t^2

x_{t+1} = x_t - \text{stepsize} * \frac{g_t}{\sqrt{v_t} + \epsilon}

Value

a list of control variables for optimization (used in control_opt function)


ngme2 documentation built on May 20, 2026, 9:10 a.m.