69 lines
1.8 KiB
C++
69 lines
1.8 KiB
C++
// Copyright Epic Games, Inc. All Rights Reserved.
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#pragma once
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#include "LearningOptimizer.h"
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#define UE_API LEARNING_API
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namespace UE::Learning
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{
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struct FAdamOptimizerSettings
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{
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// The size of the std for finite differencing. This may need to be
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// increased if the optimizer does not appear to be doing anything
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float FiniteDifferenceStd = 0.3f;
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// Update learning rate. Larger values may speed up convergence at the cost of instability.
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float LearningRate = 0.1f;
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// First moment momentum ratio. Reduce if seeing large swings in the loss
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float Beta1 = 0.9f;
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// Second moment momentum ratio. Reduce if seeing large swings in the loss
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float Beta2 = 0.999f;
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};
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/**
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* Adam Optimizer
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*
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* Estimates gradient via finite differencing and does gradient descent.
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* Roughly based on https://arxiv.org/abs/1910.06513
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*/
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struct FAdamOptimizer : public IOptimizer
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{
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UE_API FAdamOptimizer(const uint32 Seed, const FAdamOptimizerSettings& InSettings = FAdamOptimizerSettings());
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UE_API virtual void Resize(const int32 SampleNum, const int32 DimensionsNum) override final;
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UE_API virtual void Reset(
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TLearningArrayView<2, float> OutSamples,
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const TLearningArrayView<1, const float> InitialGuess) override final;
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UE_API virtual void Update(
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TLearningArrayView<2, float> InOutSamples,
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const TLearningArrayView<1, const float> Losses,
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const ELogSetting LogSettings = ELogSetting::Normal) override final;
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private:
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UE_API void Sample(TLearningArrayView<2, float> OutSamples);
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uint32 Seed = 0;
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FAdamOptimizerSettings Settings;
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TLearningArray<1, int32> Iterations;
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TLearningArray<1, float> Estimate;
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TLearningArray<1, float> Gradient;
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TLearningArray<1, float> M0;
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TLearningArray<1, float> M1;
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TLearningArray<1, float> M1HatMax;
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TLearningArray<2, float> GaussianSamples;
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};
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}
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#undef UE_API
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