from chainer import cuda
from chainer import optimizer
[docs]class NesterovAG(optimizer.GradientMethod):
"""Nesterov's Accelerated Gradient.
Formulated as the linear combination coefficients of the velocity and
gradient contributions at each iteration.
See: https://arxiv.org/abs/1212.0901
"""
def __init__(self, lr=0.01, momentum=0.9):
self.lr = lr
self.momentum = momentum
def init_state(self, param, state):
xp = cuda.get_array_module(param.data)
with cuda.get_device_from_array(param.data):
state['v'] = xp.zeros_like(param.data)
def update_one_cpu(self, param, state):
v = state['v']
v *= self.momentum
v -= self.lr * param.grad
param.data += self.momentum * self.momentum * v
param.data -= (1 + self.momentum) * self.lr * param.grad
def update_one_gpu(self, param, state):
cuda.elementwise(
'T grad, T lr, T momentum',
'T param, T v',
'''v = v * momentum - lr * grad;
param += momentum * momentum * v - (1 + momentum) * lr * grad;
''',
'nesterov_ag')(param.grad, self.lr, self.momentum,
param.data, state['v'])