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Mike J Innes 2019-01-10 11:01:57 +00:00
parent 7484c54f03
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@ -23,37 +23,23 @@ We want to update each parameter, using the gradient, in order to improve (reduc
```julia
using Flux.Tracker: grad, update!
function sgd()
η = 0.1 # Learning Rate
for p in (W, b)
update!(p, -η * grads[p])
end
η = 0.1 # Learning Rate
for p in (W, b)
update!(p, -η * grads[p])
end
```
If we call `sgd`, the parameters `W` and `b` will change and our loss should go down.
There are two pieces here: one is that we need a list of trainable parameters for the model (`[W, b]` in this case), and the other is the update step. In this case the update is simply gradient descent (`x .-= η .* Δ`), but we might choose to do something more advanced, like adding momentum.
In this case, getting the variables is trivial, but you can imagine it'd be more of a pain with some complex stack of layers.
```julia
m = Chain(
Dense(10, 5, σ),
Dense(5, 2), softmax)
```
Instead of having to write `[m[1].W, m[1].b, ...]`, Flux provides a params function `params(m)` that returns a list of all parameters in the model for you.
For the update step, there's nothing whatsoever wrong with writing the loop above it'll work just fine but Flux provides various *optimisers* that make it more convenient.
Running this will alter the parameters `W` and `b` and our loss should go down. Flux provides a more general way to do optimiser updates like this.
```julia
opt = Descent(0.1) # Gradient descent with learning rate 0.1
Optimise.update!(opt, [W, b]) # Carry out the update, modifying `W` and `b`.
for p in (W, b)
update!(opt, p, -η * grads[p])
end
```
An optimiser takes a parameter list and returns a object that holds the current values in the optimiser. We can pass `opt` to our [training loop](training.md), which will then run the `update!` step for the optimiser after every mini-batch of data.
An optimiser `update!` accepts a parameter and a gradient, and updates the parameter according to the chosen rule. We can also pass `opt` to our [training loop](training.md), which will update all parameters of the model in a loop. However, we can now easily replace `Descent` with a more advanced optimiser such as `ADAM`.
## Optimiser Reference