development/Adam.new.R

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

#function [updates, state] = Adam(gradients, state)
Adam<-function(gradients, state){
#%ADAM 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$alpha = 1e-3;

}


#% 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;
    
#% compute bias-corrected first moment estimate
mhat = state$m / (1 - (state$beta1)^(state$iteration));
    
#% compute bias-corrected second raw moment estimate
vhat = state$v / (1 - (state$beta2)^(state$iteration));
    
#% update parameters
updates = state$alpha * mhat / (sqrt(vhat) + state$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$alpha = state$alpha;

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

}