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Adaptive Subgradient Method

The adaptive subgradient method (AdaGrad) [Duchi2011] follows the algorithmic framework of an iterative solver with the algorithm-specific transformation
T,
set of intrinsic parameters
S
t
defined for the learning rate
η
, and algorithm-specific vector U and power d of Lebesgue space defined as follows:
  1. where
    g
    i
    (
    θ
    t
    -1
    ) is the
    i
    -th coordinate of the gradient
    g
    (
    θ
    t
    -1
    )
  2. where
Convergence check:

Product and Performance Information

1

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Notice revision #20110804