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| ``mx.nd.multi.sgd.update`` |
| ==================================================== |
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| Description |
| ---------------------- |
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| Update function for Stochastic Gradient Descent (SDG) optimizer. |
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| It updates the weights using:: |
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| weight = weight - learning_rate * (gradient + wd * weight) |
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| Arguments |
| ------------------ |
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| +----------------------------------------+------------------------------------------------------------+ |
| | Argument | Description | |
| +========================================+============================================================+ |
| | ``data`` | NDArray-or-Symbol[]. | |
| | | | |
| | | Weights | |
| +----------------------------------------+------------------------------------------------------------+ |
| | ``lrs`` | tuple of <float>, required. | |
| | | | |
| | | Learning rates. | |
| +----------------------------------------+------------------------------------------------------------+ |
| | ``wds`` | tuple of <float>, required. | |
| | | | |
| | | Weight decay augments the objective function with a | |
| | | regularization term that penalizes large weights. The | |
| | | penalty scales with the square of the magnitude of each | |
| | | weight. | |
| +----------------------------------------+------------------------------------------------------------+ |
| | ``rescale.grad`` | float, optional, default=1. | |
| | | | |
| | | Rescale gradient to grad = rescale_grad*grad. | |
| +----------------------------------------+------------------------------------------------------------+ |
| | ``clip.gradient`` | float, optional, default=-1. | |
| | | | |
| | | Clip gradient to the range of [-clip_gradient, | |
| | | clip_gradient] If clip_gradient <= 0, gradient clipping is | |
| | | turned off. grad = max(min(grad, clip_gradient), | |
| | | -clip_gradient). | |
| +----------------------------------------+------------------------------------------------------------+ |
| | ``num.weights`` | int, optional, default='1'. | |
| | | | |
| | | Number of updated weights. | |
| +----------------------------------------+------------------------------------------------------------+ |
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| Value |
| ---------- |
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| ``out`` The result mx.ndarray |
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| Link to Source Code: http://github.com/apache/incubator-mxnet/blob/1.6.0/src/operator/optimizer_op.cc#L329 |
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