C# Class numl.Math.Optimization.Methods.GradientDescent.FastGradientDescent

A Stochastic Gradient Descent with Momentum method.
Inheritance: OptimizationMethod
Exibir arquivo Open project: sethjuarez/numl

Public Methods

Method Description
FastGradientDescent ( ) : System

Initializes a new FastGradientDescent object with a default Momentum of 0.9

UpdateTheta ( numl properties ) : Vector

Update and return the new Theta value.

Method Details

FastGradientDescent() public method

Initializes a new FastGradientDescent object with a default Momentum of 0.9
public FastGradientDescent ( ) : System
return System

UpdateTheta() public method

Update and return the new Theta value.
public UpdateTheta ( numl properties ) : Vector
properties numl Properties for the optimization routine.
return numl.Math.LinearAlgebra.Vector