add momentum with gradient clipping
i may refactor out clipping later, but it's too nice not have right now.
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onn.py
27
onn.py
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@ -154,6 +154,33 @@ class FTML(Optimizer):
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# subtract by weights to avoid having to override self.update.
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return -self.zt / self.dt - W
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class MomentumClip(Optimizer):
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def __init__(self, lr=0.01, mu=0.9, nesterov=False, clip=1.0):
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self.mu = _f(mu)
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self.clip = _f(clip)
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self.nesterov = bool(nesterov)
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super().__init__(lr)
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def reset(self):
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self.accum = None
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def compute(self, dW, W):
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if self.accum is None:
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self.accum = np.zeros_like(dW)
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total_norm = np.linalg.norm(dW)
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clip_scale = self.clip / (total_norm + 1e-6)
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if clip_scale < 1:
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print("clipping gradients; norm: {:10.7f}".format(total_norm))
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dW *= clip_scale
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self.accum[:] = self.accum * self.mu + dW
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if self.nesterov:
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return -self.lr * dW * self.lr + self.accum * self.mu
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else:
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return -self.lr * self.accum
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class YellowFin(Momentum):
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# paper: https://arxiv.org/abs/1706.03471
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# knowyourmeme: http://cs.stanford.edu/~zjian/project/YellowFin/
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