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Adam Optimizer

Implement Adam, the default optimizer for deep learning, with moving averages and bias correction.

このチャレンジで学べること

  • Track first and second moment averages
  • Apply bias correction in early steps
  • Implement the default deep learning optimizer

問題

翻訳を表示

Adam keeps two moving averages per weight, of the gradient (m) and of the squared gradient (v), and uses them to give each weight its own step size.

Start with m = 0 and v = 0 for every weight. For each step t = 1, 2, 3, … with gradient g:

  1. m ← beta1 × m + (1 - beta1) × g
  2. v ← beta2 × v + (1 - beta2) × g²
  3. m̂ = m / (1 - beta1ᵗ) and v̂ = v / (1 - beta2ᵗ) (bias correction)
  4. w ← w - learning_rate × m̂ / (√v̂ + epsilon)

Implement adam_steps(gradients, weights, learning_rate, beta1, beta2, epsilon), applying one update per row of gradients, in order.

Input

gradients: One row per step; each row has one gradient per weight.

weights: The starting weights.

learning_rate, beta1, beta2, epsilon: Adam's hyperparameters (commonly 0.001, 0.9, 0.999 and 0.00000001).

Output

Return the weights after all steps.

制約

0 ≤ steps ≤ 1,000, 1 ≤ weights ≤ 100

0 < learning_rate ≤ 1, 0 ≤ beta1, beta2 < 1, 0 < epsilon ≤ 0.001

-100 ≤ each value ≤ 100

例

例 1
入力:
beta1 = 0.9
beta2 = 0.999
epsilon = 1.0e-08
weights = [1.0]
gradients = [
    [2.0]
]
learning_rate = 0.1

期待される出力:
expected = [0.9]
入力:
double beta1 = 0.9;
double beta2 = 0.999;
double epsilon = 1.0e-08;
std::vector<double> weights = {1.0};
std::vector<std::vector<double>> gradients = {
    {2.0}
};
double learning_rate = 0.1;

期待される出力:
std::vector<double> expected = {0.9};
入力:
double beta1 = 0.9;
double beta2 = 0.999;
double epsilon = 1.0e-08;
double[] weights = new double[] {1.0};
double[][] gradients = new double[][] {
    new double[] {2.0}
};
double learning_rate = 0.1;

期待される出力:
double[] expected = new double[] {0.9};

解説

m = 0.1 × 2 = 0.2 and v = 0.001 × 4 = 0.004. Bias correction gives m̂ = 0.2 / 0.1 = 2 and v̂ = 0.004 / 0.001 = 4, so the step is 0.1 × 2 / √4 = 0.1: w = 0.9. On its first step Adam moves each weight by about the learning rate, whatever the gradient's size.

例 2
入力:
beta1 = 0.9
beta2 = 0.999
epsilon = 1.0e-08
weights = [0.0, 0.0]
gradients = [
    [100.0, 0.01]
]
learning_rate = 0.01

期待される出力:
expected = [-0.01, -0.01]
入力:
double beta1 = 0.9;
double beta2 = 0.999;
double epsilon = 1.0e-08;
std::vector<double> weights = {0.0, 0.0};
std::vector<std::vector<double>> gradients = {
    {100.0, 0.01}
};
double learning_rate = 0.01;

期待される出力:
std::vector<double> expected = {-0.01, -0.01};
入力:
double beta1 = 0.9;
double beta2 = 0.999;
double epsilon = 1.0e-08;
double[] weights = new double[] {0.0, 0.0};
double[][] gradients = new double[][] {
    new double[] {100.0, 0.01}
};
double learning_rate = 0.01;

期待される出力:
double[] expected = new double[] {-0.01, -0.01};

解説

The gradients differ by a factor of 10,000, yet both weights move by about 0.01, to [-0.01, -0.01]: Adam scales each step by the gradient's own size.

参考資料

この課題はCodeUtility用に調整されています。上記の説明と制約に従ってください。

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