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Adding Adam optimiser #1460
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Adding Adam optimiser #1460
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Codecov Report
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Thanks @MichaelClerx , I particularly like the notebook and the impact of the step size on the result.
I just have some minor comments. I am happy for this to go in
Slightly off topic: I wonder whether the performance of Adam can be improved for our problems by adding noise to the gradient, since the algorithm was originally developed for stochastic objective functions and that might avoid getting stuck in tight locations of parameter space.
Thanks @DavAug !
Good idea. I tried it, and it does help if you get the noise just right. Not 100% sure though. Wouldn't recommend it :D |
See #1105
Another adaptive local optimiser
https://doi.org/10.48550/arXiv.1412.6980
The equations aren't obvious, but you can check them against Algorithm 1 in the paper linked above.
The magic numbers in this one could be hyperparameters, but I'm not sure anyone will want to tweak them...