22 lines
598 B
C
22 lines
598 B
C
/*
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Stochastic gradient descent implementation
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Based on Leon Bottou's Stochastic Gradient Descent Tricks:
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http://leon.bottou.org/publications/pdf/tricks-2012.pdf
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Learning rate calculated as:
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gamma_t = gamma_0(1 + gamma_0 * lambda * t)^-1
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*/
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#ifndef STOCHASTIC_GRADIENT_DESCENT_H
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#define STOCHASTIC_GRADIENT_DESCENT_H
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#include <stdlib.h>
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#include <stdbool.h>
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#include "matrix.h"
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bool stochastic_gradient_descent(matrix_t *theta, matrix_t *gradient, double alpha);
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bool stochastic_gradient_descent_scheduled(matrix_t *theta, matrix_t *gradient, float lambda, uint32_t t, double gamma_0);
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#endif |