development/RMSprop.new.R

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

#function [updates, state] = RMSprop(gradients, state)
RMSprop<-function(gradients, state){
#%RMSPROP rmsprop optimization
#%   Detailed explanation goes here

if(length(state)==0){
    state$alpha = 1e-3;
    state$rho = 0.9;
    state$epsilon = 1e-8;
    state$iteration = 1;
    state$history = 0*gradients;
}

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

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

    state$alpha = state$alpha;
    state$rho = state$rho;
    state$epsilon = state$epsilon;
    state$iteration = state$iteration ;
    state$history = state$history;
return(list(updates=updates, state=state))
}