development/AMSgrad.new.R

In alexanderjwhite/spatialr.dev: Research, Development and Testing of Spatial Clustering Project

#function [updates, state] = AMSgrad(gradients, state)
AMSgrad<-function(gradients, state){
#%AMSGRAD Summary of this function goes here
#%   Detailed explanation goes here

if(length(state)==0){

    state$beta1 = 0.9;
    state$beta2 = 0.999;
    state$epsilon = 1e-8;
    state$iteration = 1;
    state$m = 0*gradients;
    state$v = 0*gradients;
    state$vhat = 0*gradients;
    state$alpha = 1e-2;
}

#% update biased first moment estimate
state$m = state$beta1 * state$m + (1 - state$beta1) * gradients;
    
#% update biased second raw moment estimate
state$v = state$beta2 * state$v + (1 - state$beta2) * gradients^2;
    
#% non-decreasing
state$vhat = pmax(state$vhat, state$v);
    
#% update parameters
updates = state$alpha * state$m / (sqrt(state$vhat) + state$epsilon);

#% update iteration number
state$iteration = state$iteration + 1;


    state$beta1 = state$beta1;
    state$beta2 = state$beta2;
    state$epsilon = state$epsilon;
    state$iteration = state$iteration;
    state$m = state$m;
    state$v = state$v;
    state$vhat = state$vhat;
    state$alpha = state$alpha ;

return(list(updates=updates, state=state))

}