我在网上阅读了一个基于动量的学习教程,并在Theano上看到了这个方法。
def gradient_updates_momentum(cost, params, learning_rate, momentum):
'''
Compute updates for gradient descent with momentum
:parameters:
- cost : theano.tensor.var.TensorVariable
Theano cost function to minimize
- params : list of theano.tensor.var.TensorVariable
Parameters to compute gradient against
- learning_rate : float
Gradient descent learning rate
- momentum : float
Momentum parameter, should be at least 0 (standard gradient descent) and less than 1
:returns:
updates : list
List of updates, one for each parameter
'''
# Make sure momentum is a sane value
assert momentum < 1 and momentum >= 0
# List of update steps for each parameter
updates = []
# Just gradient descent on cost
for param in params:
# For each parameter, we'll create a param_update shared variable.
# This variable will keep track of the parameter's update step across iterations.
# We initialize it to 0
param_update = theano.shared(param.get_value()*0., broadcastable=param.broadcastable)
# Each parameter is updated by taking a step in the direction of the gradient.
# However, we also "mix in" the previous step according to the given momentum value.
# Note that when updating param_update, we are using its old value and also the new gradient step.
updates.append((param, param - learning_rate*param_update))
# Note that we don't need to derive backpropagation to compute updates - just use T.grad!
updates.append((param_update, momentum*param_update + (1. - momentum)*T.grad(cost, param)))
return updates下面两行的顺序不应该相反(互换)吗?
updates.append((param, param - learning_rate*param_update))和
updates.append((param_update, momentum*param_update + (1. - momentum)*T.grad(cost, param)))据我所知,在执行了列车方法并计算了成本后,才会运行更新,对吗?
这不意味着我们应该使用当前成本,对于现有的param_update值(来自上一次迭代),我们应该计算较新的param_update,从而更新当前的param值吗?
为什么它是相反的,为什么这是正确的?
发布于 2015-10-13 13:05:16
提供给theano.function的更新列表中的更新顺序将被忽略。更新总是使用共享变量的旧值来计算。
这个代码片段显示更新的顺序被忽略了:
import theano
import theano.tensor
p = 0.5
param = theano.shared(1.)
param_update = theano.shared(2.)
cost = 3 * param * param
update_a = (param, param - param_update)
update_b = (param_update, p * param_update + (1 - p) * theano.grad(cost, param))
updates1 = [update_a, update_b]
updates2 = [update_b, update_a]
f1 = theano.function([], outputs=[param, param_update], updates=updates1)
f2 = theano.function([], outputs=[param, param_update], updates=updates2)
print f1(), f1()
param.set_value(1)
param_update.set_value(2)
print f2(), f2()如果,逻辑上,你想
new_a = old_a + a_update
new_b = new_a + b_update然后,您需要提供这样的更新:
new_a = old_a + a_update
new_b = old_a + a_update + b_updatehttps://stackoverflow.com/questions/33103111
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