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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Optimisers · Flux</title><script>(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
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</script><link href="https://cdnjs.cloudflare.com/ajax/libs/normalize/4.2.0/normalize.min.css" rel="stylesheet" type="text/css"/><link href="https://fonts.googleapis.com/css?family=Lato|Roboto+Mono" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/4.6.3/css/font-awesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/styles/default.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL=".."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.2.0/require.min.js" data-main="../assets/documenter.js"></script><script src="../siteinfo.js"></script><script src="../../versions.js"></script><link href="../assets/documenter.css" rel="stylesheet" type="text/css"/><link href="../../flux.css" rel="stylesheet" type="text/css"/></head><body><nav class="toc"><h1>Flux</h1><select id="version-selector" onChange="window.location.href=this.value" style="visibility: hidden"></select><form class="search" id="search-form" action="../search.html"><input id="search-query" name="q" type="text" placeholder="Search docs"/></form><ul><li><a class="toctext" href="../index.html">Home</a></li><li><span class="toctext">Building Models</span><ul><li><a class="toctext" href="../models/basics.html">Basics</a></li><li><a class="toctext" href="../models/recurrence.html">Recurrence</a></li><li><a class="toctext" href="../models/regularisation.html">Regularisation</a></li><li><a class="toctext" href="../models/layers.html">Model Reference</a></li></ul></li><li><span class="toctext">Training Models</span><ul><li class="current"><a class="toctext" href="optimisers.html">Optimisers</a><ul class="internal"><li><a class="toctext" href="#Optimiser-Reference-1">Optimiser Reference</a></li></ul></li><li><a class="toctext" href="training.html">Training</a></li></ul></li><li><a class="toctext" href="../data/onehot.html">One-Hot Encoding</a></li><li><a class="toctext" href="../gpu.html">GPU Support</a></li><li><a class="toctext" href="../saving.html">Saving &amp; Loading</a></li><li><span class="toctext">Internals</span><ul><li><a class="toctext" href="../internals/tracker.html">Backpropagation</a></li></ul></li><li><a class="toctext" href="../community.html">Community</a></li></ul></nav><article id="docs"><header><nav><ul><li>Training Models</li><li><a href="optimisers.html">Optimisers</a></li></ul><a class="edit-page" href="https://github.com/FluxML/Flux.jl/blob/master/docs/src/training/optimisers.md"><span class="fa"></span> Edit on GitHub</a></nav><hr/><div id="topbar"><span>Optimisers</span><a class="fa fa-bars" href="#"></a></div></header><h1><a class="nav-anchor" id="Optimisers-1" href="#Optimisers-1">Optimisers</a></h1><p>Consider a <a href="../models/basics.html">simple linear regression</a>. We create some dummy data, calculate a loss, and backpropagate to calculate gradients for the parameters <code>W</code> and <code>b</code>.</p><pre><code class="language-julia">using Flux.Tracker
W = param(rand(2, 5))
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b = param(rand(2))
predict(x) = W*x .+ b
loss(x, y) = sum((predict(x) .- y).^2)
x, y = rand(5), rand(2) # Dummy data
l = loss(x, y) # ~ 3
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params = Params([W, b])
grads = Tracker.gradient(() -&gt; loss(x, y), params)</code></pre><p>We want to update each parameter, using the gradient, in order to improve (reduce) the loss. Here&#39;s one way to do that:</p><pre><code class="language-julia">using Flux.Tracker: grad, update!
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η = 0.1 # Learning Rate
for p in (W, b)
update!(p, -η * grads[p])
end</code></pre><p>Running this will alter the parameters <code>W</code> and <code>b</code> and our loss should go down. Flux provides a more general way to do optimiser updates like this.</p><pre><code class="language-julia">opt = Descent(0.1) # Gradient descent with learning rate 0.1
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for p in (W, b)
update!(opt, p, -η * grads[p])
end</code></pre><p>An optimiser <code>update!</code> accepts a parameter and a gradient, and updates the parameter according to the chosen rule. We can also pass <code>opt</code> to our <a href="training.html">training loop</a>, which will update all parameters of the model in a loop. However, we can now easily replace <code>Descent</code> with a more advanced optimiser such as <code>ADAM</code>.</p><h2><a class="nav-anchor" id="Optimiser-Reference-1" href="#Optimiser-Reference-1">Optimiser Reference</a></h2><p>All optimisers return an object that, when passed to <code>train!</code>, will update the parameters passed to it.</p><pre><code class="language-none">SGD
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Momentum
Nesterov
ADAM</code></pre><footer><hr/><a class="previous" href="../models/layers.html"><span class="direction">Previous</span><span class="title">Model Reference</span></a><a class="next" href="training.html"><span class="direction">Next</span><span class="title">Training</span></a></footer></article></body></html>
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