development/Adadelta.new.R

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

fct_opt_adadelta<-function(gradients, state){
#%ADADELTA optimization
#%   Detailed explanation goes here

if(length(state)==0){
    state$epsilon = 1e-6;
    state$rho = .95;
    state$iteration = 1;
    state$history = 0*gradients;
    state$u = 0*gradients;
}

#% accumulate gradient
state$history = state$rho * state$history + (1 - state$rho) * gradients^2;
    
#% update parameters
updates = gradients * sqrt((state$u + state$epsilon) / (state$history + state$epsilon));

#% accumulate updates
state$u = state$rho * state$u + (1 - state$rho) * updates^2;

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

    state$epsilon = state$epsilon;
    state$rho = state$rho;
    state$iteration = state$iteration;
    state$history = state$history;
    state$u = state$u;

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