Function rmsprop

code/lstm.py:302–364

A variant of SGD that scales the step size by running average of the recent step norms. Parameters ---------- lr : Theano SharedVariable Initial learning rate tpramas: Theano SharedVariable Model parameters grads: Theano variable Gradients of co

(lr, tparams, grads, x, mask, y, cost)

def rmsprop(lr, tparams, grads, x, mask, y, cost):
    """
    A variant of  SGD that scales the step size by running average of the
    recent step norms.

    Parameters
    ----------
    lr : Theano SharedVariable
        Initial learning rate
    tpramas: Theano SharedVariable
        Model parameters
    grads: Theano variable
        Gradients of cost w.r.t to parameres
    x: Theano variable
        Model inputs
    mask: Theano variable
        Sequence mask
    y: Theano variable
        Targets
    cost: Theano variable
        Objective fucntion to minimize

    Notes
    -----
    For more information, see [Hint2014]_.

    .. [Hint2014] Geoff Hinton, *Neural Networks for Machine Learning*,
       lecture 6a,
       http://cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf
    """

    zipped_grads = [theano.shared(p.get_value() * numpy_floatX(0.),
                                  name='%s_grad' % k)
                    for k, p in tparams.items()]
    running_grads = [theano.shared(p.get_value() * numpy_floatX(0.),
                                   name='%s_rgrad' % k)
                     for k, p in tparams.items()]
    running_grads2 = [theano.shared(p.get_value() * numpy_floatX(0.),
                                    name='%s_rgrad2' % k)
                      for k, p in tparams.items()]

    zgup = [(zg, g) for zg, g in zip(zipped_grads, grads)]
    rgup = [(rg, 0.95 * rg + 0.05 * g) for rg, g in zip(running_grads, grads)]
    rg2up = [(rg2, 0.95 * rg2 + 0.05 * (g ** 2))
             for rg2, g in zip(running_grads2, grads)]

    f_grad_shared = theano.function([x, mask, y], cost,
                                    updates=zgup + rgup + rg2up,
                                    name='rmsprop_f_grad_shared')

    updir = [theano.shared(p.get_value() * numpy_floatX(0.),
                           name='%s_updir' % k)
             for k, p in tparams.items()]
    updir_new = [(ud, 0.9 * ud - 1e-4 * zg / tensor.sqrt(rg2 - rg ** 2 + 1e-4))
                 for ud, zg, rg, rg2 in zip(updir, zipped_grads, running_grads,
                                            running_grads2)]
    param_up = [(p, p + udn[1])
                for p, udn in zip(tparams.values(), updir_new)]