Table Of Contents
Table Of Contents

mx.opt.sgd

Description

Create an SGD optimizer with respective parameters. Perform SGD with momentum update

Usage

mx.opt.sgd(learning.rate = 0.01, momentum = 0, wd = 0, rescale.grad = 1,

  clip_gradient = -1, lr_scheduler = NULL)

Arguments

Argument

Description

learning.rate

float, default=0.01.

The initial learning rate.

momentum

float, default=0.

The momentumvalue

wd

float, default=0.0.

L2 regularization coefficient add to all the weights.

rescale.grad

float, default=1.0.

rescaling factor of gradient.

clip_gradient

float, optional, default=-1 (no clipping if < 0).

clip gradient in range [-clip_gradient, clip_gradient].

lr_scheduler

function, optional.

The learning rate scheduler.