opt-class: A Reference Class for optimization.

Description Fields Methods

Description

A Reference Class for optimization.

Fields

eta

Double, constant scale factor for learning rate.

grad_prev

A numeric vector, previous gradient value.

I_est

A numeric vector, an estimate of the inverse Fisher information.

Methods

update_params(par, grad, iter)

Update parameters using Nesterov's accelerated gradient with RMSprop.


stan-dev/gmo documentation built on May 30, 2019, 8:45 a.m.