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rmsprop final steps #26

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thangbui opened this issue May 12, 2015 · 0 comments
Open

rmsprop final steps #26

thangbui opened this issue May 12, 2015 · 0 comments

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@thangbui
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I'm slightly confused about the final steps described in the doc vs the code below, should the Nesterov momentum be applied before updating the parameters, i.e.: self.wrt -= step1 + step2

        step1 = step_m1 * self.momentum
        self.wrt -= step1
        gradient = self.fprime(self.wrt, *args, **kwargs)

        self.moving_mean_squared = (
            self.decay * self.moving_mean_squared
            + (1 - self.decay) * gradient ** 2)
        step2 = self.step_rate * gradient
        step2 /= sqrt(self.moving_mean_squared + 1e-8)
        self.wrt -= step2

        step = step1 + step2
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