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Updating the Latex equation for Adagrad #6009

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Dec 11, 2017
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12 changes: 6 additions & 6 deletions paddle/operators/adadelta_op.cc
Original file line number Diff line number Diff line change
Expand Up @@ -92,12 +92,12 @@ for gradient descent.

Adadelta updates are as follows:

$$avgSquaredGradOut = \rho * avgSquaredGrad + (1 - \rho) * grad * grad \break
paramUpdate = - $\sqrt{((avgSquaredUpdate + \epsilon) /
(avgSquaredGrad_out + \epsilon))}$ * grad \break
avgSquaredUpdateOut = \rho * avgSquaredUpdate + (1 - \rho) *
{(paramUpdate)}^2 \break
paramOut = param + paramUpdate$$
$$
avg\_squared\_grad\_out = \rho * avg\_squared\_grad + (1 - \rho) * grad * grad \\
param\_update = - \sqrt{\frac{avg\_squared\_update + \epsilon}{avg\_squared\_grad\_out + \epsilon}} * grad \\
avg\_squared\_update\_out = \rho * avg\_squared\_update + (1 - \rho) * {param\_update}^2 \\
param\_out = param + param\_update
$$

)DOC");
}
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4 changes: 2 additions & 2 deletions paddle/operators/adagrad_op.cc
Original file line number Diff line number Diff line change
Expand Up @@ -80,8 +80,8 @@ Adaptive Gradient Algorithm (Adagrad).

The update is done as follows:

$$momentOut = moment + grad * grad \break
paramOut = param - learningRate * grad / ($\sqrt{momentOut}$ + \epsilon) \break
$$moment\_out = moment + grad * grad \\
param\_out = param - \frac{learning\_rate * grad}{\sqrt{moment\_out} + \epsilon}
$$

The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
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12 changes: 7 additions & 5 deletions paddle/operators/adam_op.cc
Original file line number Diff line number Diff line change
Expand Up @@ -112,11 +112,13 @@ adaptive estimates of lower-order moments.

Adam updates:

$$moment_1_{out} = \beta_1 * moment_1 + (1 - \beta_1) * grad \break
moment_2_{out} = \beta_2 * moment_2 + (1 - \beta_2) * grad * grad \break
learningRate = learningRate *
$\sqrt{(1 - \beta_2_{pow})}$ / (1 - \beta_1_{pow}) \break
paramOut = param - learningRate * moment_1/ ($\sqrt{(moment_2)} + \epsilon)$$
$$
moment\_1\_out = \beta_1 * moment\_1 + (1 - \beta_1) * grad \\
moment\_2_\out = \beta_2 * moment\_2 + (1 - \beta_2) * grad * grad \\
learning\_rate = learning\_rate *
\frac{\sqrt{1 - \beta_{2\_pow}}}{1 - \beta_{1\_pow}} \\
param\_out = param - learning\_rate * \frac{moment\_1}{\sqrt{moment\_2} + \epsilon}
$$

)DOC");
}
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8 changes: 4 additions & 4 deletions paddle/operators/adamax_op.cc
Original file line number Diff line number Diff line change
Expand Up @@ -108,10 +108,10 @@ Adam algorithm based on the infinity norm.
Adamax updates:

$$
momentOut = \beta_{1} * moment + (1 - \beta_{1}) * grad \\
infNormOut = max(\beta_{2} * infNorm + \epsilon, |grad|) \\
learningRate = \frac{learningRate}{1 - \beta_{1}^{Beta1Pow}} \\
paramOut = param - learningRate * \frac{momentOut}{infNormOut}
moment\_out = \beta_1 * moment + (1 - \beta_1) * grad \\
inf\_norm\_out = max(\beta_2 * inf\_norm + \epsilon, |grad|) \\
learning\_rate = \frac{learning\_rate}{1 - \beta_{1\_pow}} \\
param\_out = param - learning\_rate * \frac{moment\_out}{inf\_norm\_out}
$$

The original paper does not have an epsilon attribute.
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