scripts/nn/optim/sgd.dml

#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements.  See the NOTICE file
# distributed with this work for additional information
# regarding copyright ownership.  The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License.  You may obtain a copy of the License at
#
#   http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied.  See the License for the
# specific language governing permissions and limitations
# under the License.
#
#-------------------------------------------------------------

/*
 * Stochastic Gradient Descent (SGD) optimizer.
 */

update = function(matrix[double] X, matrix[double] dX, double lr)
    return (matrix[double] X) {
  /*
   * Performs a vanilla SGD update.
   *
   * Inputs:
   *  - X: Parameters to update, of shape (any, any).
   *  - dX: Gradient wrt `X` of a loss function being optimized, of
   *      same shape as `X`.
   *  - lr: Learning rate.
   *
   * Outputs:
   *  - X: Updated parameters `X`, of same shape as input `X`.
   */
  X = X - lr*dX
}