diff --git a/dev/models/layers/index.html b/dev/models/layers/index.html index 0b420873..51273aac 100644 --- a/dev/models/layers/index.html +++ b/dev/models/layers/index.html @@ -11,34 +11,34 @@ m(5) == 26 m = Chain(Dense(10, 5), Dense(5, 2)) x = rand(10) -m(x) == m[2](m[1](x))

Chain also supports indexing and slicing, e.g. m[2] or m[1:end-1]. m[1:3](x) will calculate the output of the first three layers.

source
Flux.DenseType.
Dense(in::Integer, out::Integer, σ = identity)

Creates a traditional Dense layer with parameters W and b.

y = σ.(W * x .+ b)

The input x must be a vector of length in, or a batch of vectors represented as an in × N matrix. The out y will be a vector or batch of length out.

julia> d = Dense(5, 2)
+m(x) == m[2](m[1](x))

Chain also supports indexing and slicing, e.g. m[2] or m[1:end-1]. m[1:3](x) will calculate the output of the first three layers.

source
Flux.DenseType.
Dense(in::Integer, out::Integer, σ = identity)

Creates a traditional Dense layer with parameters W and b.

y = σ.(W * x .+ b)

The input x must be a vector of length in, or a batch of vectors represented as an in × N matrix. The out y will be a vector or batch of length out.

julia> d = Dense(5, 2)
 Dense(5, 2)
 
 julia> d(rand(5))
 Tracked 2-element Array{Float64,1}:
   0.00257447
-  -0.00449443
source

Convolution and Pooling Layers

These layers are used to build convolutional neural networks (CNNs).

Flux.ConvType.
Conv(size, in=>out)
+  -0.00449443
source

Convolution and Pooling Layers

These layers are used to build convolutional neural networks (CNNs).

Flux.ConvType.
Conv(size, in=>out)
 Conv(size, in=>out, relu)

Standard convolutional layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively.

Example: Applying Conv layer to a 1-channel input using a 2x2 window size, giving us a 16-channel output. Output is activated with ReLU.

size = (2,2)
 in = 1
 out = 16
-Conv((2, 2), 1=>16, relu)

Data should be stored in WHCN order (width, height, # channels, # batches). In other words, a 100×100 RGB image would be a 100×100×3×1 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.MaxPoolType.
MaxPool(k)

Max pooling layer. k stands for the size of the window for each dimension of the input.

Takes the keyword arguments pad and stride.

source
Flux.MeanPoolType.
MeanPool(k)

Mean pooling layer. k stands for the size of the window for each dimension of the input.

Takes the keyword arguments pad and stride.

source
Flux.DepthwiseConvType.
DepthwiseConv(size, in=>out)
-DepthwiseConv(size, in=>out, relu)

Depthwise convolutional layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively. Note that out must be an integer multiple of in.

Data should be stored in WHCN order. In other words, a 100×100 RGB image would be a 100×100×3 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.ConvTransposeType.
ConvTranspose(size, in=>out)
-ConvTranspose(size, in=>out, relu)

Standard convolutional transpose layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively.

Data should be stored in WHCN order. In other words, a 100×100 RGB image would be a 100×100×3 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.CrossCorType.
CrossCor(size, in=>out)
+Conv((2, 2), 1=>16, relu)

Data should be stored in WHCN order (width, height, # channels, # batches). In other words, a 100×100 RGB image would be a 100×100×3×1 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.MaxPoolType.
MaxPool(k)

Max pooling layer. k stands for the size of the window for each dimension of the input.

Takes the keyword arguments pad and stride.

source
Flux.MeanPoolType.
MeanPool(k)

Mean pooling layer. k stands for the size of the window for each dimension of the input.

Takes the keyword arguments pad and stride.

source
Flux.DepthwiseConvType.
DepthwiseConv(size, in=>out)
+DepthwiseConv(size, in=>out, relu)

Depthwise convolutional layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively. Note that out must be an integer multiple of in.

Data should be stored in WHCN order. In other words, a 100×100 RGB image would be a 100×100×3 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.ConvTransposeType.
ConvTranspose(size, in=>out)
+ConvTranspose(size, in=>out, relu)

Standard convolutional transpose layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively.

Data should be stored in WHCN order. In other words, a 100×100 RGB image would be a 100×100×3 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source
Flux.CrossCorType.
CrossCor(size, in=>out)
 CrossCor(size, in=>out, relu)

Standard cross convolutional layer. size should be a tuple like (2, 2). in and out specify the number of input and output channels respectively.

Example: Applying CrossCor layer to a 1-channel input using a 2x2 window size, giving us a 16-channel output. Output is activated with ReLU.

size = (2,2)
 in = 1
 out = 16
-CrossCor((2, 2), 1=>16, relu)

Data should be stored in WHCN order (width, height, # channels, # batches). In other words, a 100×100 RGB image would be a 100×100×3×1 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source

Recurrent Layers

Much like the core layers above, but can be used to process sequence data (as well as other kinds of structured data).

Flux.RNNFunction.
RNN(in::Integer, out::Integer, σ = tanh)

The most basic recurrent layer; essentially acts as a Dense layer, but with the output fed back into the input each time step.

source
Flux.LSTMFunction.
LSTM(in::Integer, out::Integer)

Long Short Term Memory recurrent layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.GRUFunction.
GRU(in::Integer, out::Integer)

Gated Recurrent Unit layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.RecurType.
Recur(cell)

Recur takes a recurrent cell and makes it stateful, managing the hidden state in the background. cell should be a model of the form:

h, y = cell(h, x...)

For example, here's a recurrent network that keeps a running total of its inputs.

accum(h, x) = (h+x, x)
+CrossCor((2, 2), 1=>16, relu)

Data should be stored in WHCN order (width, height, # channels, # batches). In other words, a 100×100 RGB image would be a 100×100×3×1 array, and a batch of 50 would be a 100×100×3×50 array.

Takes the keyword arguments pad, stride and dilation.

source

Recurrent Layers

Much like the core layers above, but can be used to process sequence data (as well as other kinds of structured data).

Flux.RNNFunction.
RNN(in::Integer, out::Integer, σ = tanh)

The most basic recurrent layer; essentially acts as a Dense layer, but with the output fed back into the input each time step.

source
Flux.LSTMFunction.
LSTM(in::Integer, out::Integer)

Long Short Term Memory recurrent layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.GRUFunction.
GRU(in::Integer, out::Integer)

Gated Recurrent Unit layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.RecurType.
Recur(cell)

Recur takes a recurrent cell and makes it stateful, managing the hidden state in the background. cell should be a model of the form:

h, y = cell(h, x...)

For example, here's a recurrent network that keeps a running total of its inputs.

accum(h, x) = (h+x, x)
 rnn = Flux.Recur(accum, 0)
 rnn(2) # 2
 rnn(3) # 3
 rnn.state # 5
 rnn.(1:10) # apply to a sequence
-rnn.state # 60
source

Other General Purpose Layers

These are marginally more obscure than the Basic Layers. But in contrast to the layers described in the other sections are not readily grouped around a particular purpose (e.g. CNNs or RNNs).

Flux.MaxoutType.
Maxout(over)

Maxout is a neural network layer, which has a number of internal layers, which all have the same input, and the maxout returns the elementwise maximium of the internal layers' outputs.

Maxout over linear dense layers satisfies the univeral approximation theorem.

Reference: Ian J. Goodfellow, David Warde-Farley, Mehdi Mirza, Aaron Courville, and Yoshua Bengio.

  1. Maxout networks.

In Proceedings of the 30th International Conference on International Conference on Machine Learning - Volume 28 (ICML'13), Sanjoy Dasgupta and David McAllester (Eds.), Vol. 28. JMLR.org III-1319-III-1327. https://arxiv.org/pdf/1302.4389.pdf

source
Flux.SkipConnectionType.
SkipConnection(layers, connection)

Creates a Skip Connection, of a layer or Chain of consecutive layers plus a shortcut connection. The connection function will combine the result of the layers with the original input, to give the final output.

The simplest 'ResNet'-type connection is just SkipConnection(layer, +), and requires the output of the layers to be the same shape as the input. Here is a more complicated example:

m = Conv((3,3), 4=>7, pad=(1,1))
+rnn.state # 60
source

Other General Purpose Layers

These are marginally more obscure than the Basic Layers. But in contrast to the layers described in the other sections are not readily grouped around a particular purpose (e.g. CNNs or RNNs).

Flux.MaxoutType.
Maxout(over)

Maxout is a neural network layer, which has a number of internal layers, which all have the same input, and the maxout returns the elementwise maximium of the internal layers' outputs.

Maxout over linear dense layers satisfies the univeral approximation theorem.

Reference: Ian J. Goodfellow, David Warde-Farley, Mehdi Mirza, Aaron Courville, and Yoshua Bengio.

  1. Maxout networks.

In Proceedings of the 30th International Conference on International Conference on Machine Learning - Volume 28 (ICML'13), Sanjoy Dasgupta and David McAllester (Eds.), Vol. 28. JMLR.org III-1319-III-1327. https://arxiv.org/pdf/1302.4389.pdf

source
Flux.SkipConnectionType.
SkipConnection(layers, connection)

Creates a Skip Connection, of a layer or Chain of consecutive layers plus a shortcut connection. The connection function will combine the result of the layers with the original input, to give the final output.

The simplest 'ResNet'-type connection is just SkipConnection(layer, +), and requires the output of the layers to be the same shape as the input. Here is a more complicated example:

m = Conv((3,3), 4=>7, pad=(1,1))
 x = ones(5,5,4,10);
 size(m(x)) == (5, 5, 7, 10)
 
 sm = SkipConnection(m, (mx, x) -> cat(mx, x, dims=3))
-size(sm(x)) == (5, 5, 11, 10)
source

Activation Functions

Non-linearities that go between layers of your model. Most of these functions are defined in NNlib but are available by default in Flux.

Note that, unless otherwise stated, activation functions operate on scalars. To apply them to an array you can call σ.(xs), relu.(xs) and so on.

NNlib.σFunction.
σ(x) = 1 / (1 + exp(-x))

Classic sigmoid activation function.

NNlib.reluFunction.
relu(x) = max(0, x)

Rectified Linear Unit activation function.

NNlib.leakyreluFunction.
leakyrelu(x) = max(0.01x, x)

Leaky Rectified Linear Unit activation function. You can also specify the coefficient explicitly, e.g. leakyrelu(x, 0.01).

NNlib.eluFunction.
elu(x, α = 1) =
+size(sm(x)) == (5, 5, 11, 10)
source

Activation Functions

Non-linearities that go between layers of your model. Most of these functions are defined in NNlib but are available by default in Flux.

Note that, unless otherwise stated, activation functions operate on scalars. To apply them to an array you can call σ.(xs), relu.(xs) and so on.

NNlib.σFunction.
σ(x) = 1 / (1 + exp(-x))

Classic sigmoid activation function.

NNlib.reluFunction.
relu(x) = max(0, x)

Rectified Linear Unit activation function.

NNlib.leakyreluFunction.
leakyrelu(x) = max(0.01x, x)

Leaky Rectified Linear Unit activation function. You can also specify the coefficient explicitly, e.g. leakyrelu(x, 0.01).

NNlib.eluFunction.
elu(x, α = 1) =
   x > 0 ? x : α * (exp(x) - 1)

Exponential Linear Unit activation function. See Fast and Accurate Deep Network Learning by Exponential Linear Units. You can also specify the coefficient explicitly, e.g. elu(x, 1).

NNlib.swishFunction.
swish(x) = x * σ(x)

Self-gated actvation function. See Swish: a Self-Gated Activation Function.

Normalisation & Regularisation

These layers don't affect the structure of the network but may improve training times or reduce overfitting.

Flux.BatchNormType.
BatchNorm(channels::Integer, σ = identity;
           initβ = zeros, initγ = ones,
           ϵ = 1e-8, momentum = .1)

Batch Normalization layer. The channels input should be the size of the channel dimension in your data (see below).

Given an array with N dimensions, call the N-1th the channel dimension. (For a batch of feature vectors this is just the data dimension, for WHCN images it's the usual channel dimension.)

BatchNorm computes the mean and variance for each each W×H×1×N slice and shifts them to have a new mean and variance (corresponding to the learnable, per-channel bias and scale parameters).

See Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift.

Example:

m = Chain(
@@ -46,7 +46,7 @@ size(sm(x)) == (5, 5, 11, 10)
source
Flux.DropoutType.
Dropout(p, dims = :)

A Dropout layer. For each input, either sets that input to 0 (with probability p) or scales it by 1/(1-p). The dims argument is to specified the unbroadcasted dimensions, i.e. dims=1 does dropout along columns and dims=2 along rows. This is used as a regularisation, i.e. it reduces overfitting during training. see also dropout.

source
Flux.AlphaDropoutType.
AlphaDropout(p)

A dropout layer. It is used in Self-Normalizing Neural Networks. (https://papers.nips.cc/paper/6698-self-normalizing-neural-networks.pdf) The AlphaDropout layer ensures that mean and variance of activations remains the same as before.

source
Flux.LayerNormType.
LayerNorm(h::Integer)

A normalisation layer designed to be used with recurrent hidden states of size h. Normalises the mean/stddev of each input before applying a per-neuron gain/bias.

source
Flux.GroupNormType.

Group Normalization. This layer can outperform Batch-Normalization and Instance-Normalization.

GroupNorm(chs::Integer, G::Integer, λ = identity;
+  softmax)
source
Flux.DropoutType.
Dropout(p, dims = :)

A Dropout layer. For each input, either sets that input to 0 (with probability p) or scales it by 1/(1-p). The dims argument is to specified the unbroadcasted dimensions, i.e. dims=1 does dropout along columns and dims=2 along rows. This is used as a regularisation, i.e. it reduces overfitting during training. see also dropout.

source
Flux.AlphaDropoutType.
AlphaDropout(p)

A dropout layer. It is used in Self-Normalizing Neural Networks. (https://papers.nips.cc/paper/6698-self-normalizing-neural-networks.pdf) The AlphaDropout layer ensures that mean and variance of activations remains the same as before.

source
Flux.LayerNormType.
LayerNorm(h::Integer)

A normalisation layer designed to be used with recurrent hidden states of size h. Normalises the mean/stddev of each input before applying a per-neuron gain/bias.

source
Flux.GroupNormType.

Group Normalization. This layer can outperform Batch-Normalization and Instance-Normalization.

GroupNorm(chs::Integer, G::Integer, λ = identity;
           initβ = (i) -> zeros(Float32, i), initγ = (i) -> ones(Float32, i),
           ϵ = 1f-5, momentum = 0.1f0)

$chs$ is the number of channels, the channel dimension of your input. For an array of N dimensions, the (N-1)th index is the channel dimension.

$G$ is the number of groups along which the statistics would be computed. The number of channels must be an integer multiple of the number of groups.

Example:

m = Chain(Conv((3,3), 1=>32, leakyrelu;pad = 1),
-          GroupNorm(32,16)) # 32 channels, 16 groups (G = 16), thus 2 channels per group used

Link : https://arxiv.org/pdf/1803.08494.pdf

source
+ GroupNorm(32,16)) # 32 channels, 16 groups (G = 16), thus 2 channels per group used

Link : https://arxiv.org/pdf/1803.08494.pdf

source diff --git a/dev/training/optimisers/index.html b/dev/training/optimisers/index.html index 4fe7953f..24087923 100644 --- a/dev/training/optimisers/index.html +++ b/dev/training/optimisers/index.html @@ -37,23 +37,23 @@ gs = gradient(ps) do loss(x, y) end -Flux.Optimise.update!(opt, ps, gs)source
Flux.Optimise.MomentumType.
Momentum(η, ρ)

Gradient descent with learning rate η and momentum ρ.

Parameters

  • Learning Rate (η): Amount by which gradients are discounted before updating the weights. Defaults to 0.01.
  • Momentum (ρ): Parameter that accelerates descent in the relevant direction and dampens oscillations. Defaults to 0.9.

Examples

opt = Momentum() # uses defaults of η = 0.01 and ρ = 0.9
+Flux.Optimise.update!(opt, ps, gs)
source
Flux.Optimise.MomentumType.
Momentum(η, ρ)

Gradient descent with learning rate η and momentum ρ.

Parameters

  • Learning Rate (η): Amount by which gradients are discounted before updating the weights. Defaults to 0.01.
  • Momentum (ρ): Parameter that accelerates descent in the relevant direction and dampens oscillations. Defaults to 0.9.

Examples

opt = Momentum() # uses defaults of η = 0.01 and ρ = 0.9
 
-opt = Momentum(0.01, 0.99)
source
Flux.Optimise.NesterovType.
Nesterov(η, ρ)

Gradient descent with learning rate η and Nesterov momentum ρ.

Parameters

  • Learning Rate (η): Amount by which the gradients are dicsounted berfore updating the weights. Defaults to 0.001.
  • Nesterov Momentum (ρ): Paramters controlling the amount of nesterov momentum to be applied. Defaults to 0.9.

Examples

opt = Nesterov() # uses defaults η = 0.001 and ρ = 0.9
+opt = Momentum(0.01, 0.99)
source
Flux.Optimise.NesterovType.
Nesterov(η, ρ)

Gradient descent with learning rate η and Nesterov momentum ρ.

Parameters

  • Learning Rate (η): Amount by which the gradients are dicsounted berfore updating the weights. Defaults to 0.001.
  • Nesterov Momentum (ρ): Paramters controlling the amount of nesterov momentum to be applied. Defaults to 0.9.

Examples

opt = Nesterov() # uses defaults η = 0.001 and ρ = 0.9
 
-opt = Nesterov(0.003, 0.95)
source
Flux.Optimise.RMSPropType.
RMSProp(η, ρ)

Implements the RMSProp algortihm. Often a good choice for recurrent networks. Paramters other than learning rate generally don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Rho (ρ): Defaults to 0.9.

Examples

opt = RMSProp() # uses default η = 0.001 and ρ = 0.9
+opt = Nesterov(0.003, 0.95)
source
Flux.Optimise.RMSPropType.
RMSProp(η, ρ)

Implements the RMSProp algortihm. Often a good choice for recurrent networks. Paramters other than learning rate generally don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Rho (ρ): Defaults to 0.9.

Examples

opt = RMSProp() # uses default η = 0.001 and ρ = 0.9
 
-opt = RMSProp(0.002, 0.95)

References

RMSProp

source
Flux.Optimise.ADAMType.
ADAM(η, β::Tuple)

Implements the ADAM optimiser.

Paramters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = ADAM() # uses the default η = 0.001 and β = (0.9, 0.999)
+opt = RMSProp(0.002, 0.95)

References

RMSProp

source
Flux.Optimise.ADAMType.
ADAM(η, β::Tuple)

Implements the ADAM optimiser.

Paramters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = ADAM() # uses the default η = 0.001 and β = (0.9, 0.999)
 
-opt = ADAM(0.001, (0.9, 0.8))

References

ADAM optimiser.

source
Flux.Optimise.AdaMaxType.
AdaMax(η, β::Tuple)

Variant of ADAM based on ∞-norm.

Parameters

  • Learning Rate (η): Defaults to 0.001
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = AdaMax() # uses default η and β
+opt = ADAM(0.001, (0.9, 0.8))

References

ADAM optimiser.

source
Flux.Optimise.AdaMaxType.
AdaMax(η, β::Tuple)

Variant of ADAM based on ∞-norm.

Parameters

  • Learning Rate (η): Defaults to 0.001
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = AdaMax() # uses default η and β
 
-opt = AdaMax(0.001, (0.9, 0.995))

References

AdaMax optimiser.

source
Flux.Optimise.ADAGradType.
ADAGrad(η)

Implements AdaGrad. It has parameter specific learning rates based on how frequently it is updated.

Parameters

  • Learning Rate (η): Defaults to 0.1

Examples

opt = ADAGrad() # uses default η = 0.1
+opt = AdaMax(0.001, (0.9, 0.995))

References

AdaMax optimiser.

source
Flux.Optimise.ADAGradType.
ADAGrad(η)

Implements AdaGrad. It has parameter specific learning rates based on how frequently it is updated.

Parameters

  • Learning Rate (η): Defaults to 0.1

Examples

opt = ADAGrad() # uses default η = 0.1
 
-opt = ADAGrad(0.001)

References

ADAGrad optimiser. Parameters don't need tuning.

source
Flux.Optimise.ADADeltaType.
ADADelta(ρ)

Version of ADAGrad that adapts learning rate based on a window of past gradient updates. Parameters don't need tuning.

Parameters

  • Rho (ρ): Factor by which gradient is decayed at each time step. Defaults to 0.9.

Examples

opt = ADADelta() # uses default ρ = 0.9
-opt = ADADelta(0.89)

References

ADADelta optimiser.

source
Flux.Optimise.AMSGradType.
AMSGrad(η, β::Tuple)

Implements AMSGrad version of the ADAM optimiser. Parameters don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = AMSGrad() # uses default η and β
-opt = AMSGrad(0.001, (0.89, 0.995))

References

AMSGrad optimiser.

source
Flux.Optimise.NADAMType.
NADAM(η, β::Tuple)

Nesterov variant of ADAM. Parameters don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = NADAM() # uses default η and β
-opt = NADAM(0.002, (0.89, 0.995))

References

NADAM optimiser.

source
Flux.Optimise.ADAMWFunction.
ADAMW(η, β::Tuple, decay)

Variant of ADAM defined by fixing weight decay regularization.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).
  • decay: Decay applied to weights during optimisation. Defaults to 0.

Examples

opt = ADAMW() # uses default η, β and decay
-opt = ADAMW(0.001, (0.89, 0.995), 0.1)

References

ADAMW

source

Optimiser Interface

Flux's optimsers are built around a struct that holds all the optimiser parameters along with a definition of how to apply the update rule associated with it. We do this via the apply! function which takes the optimiser as the first argument followed by the parameter and its corresponding gradient.

In this manner Flux also allows one to create custom optimisers to be used seamlessly. Let's work this with a simple example.

mutable struct Momentum
+opt = ADAGrad(0.001)

References

ADAGrad optimiser. Parameters don't need tuning.

source
Flux.Optimise.ADADeltaType.
ADADelta(ρ)

Version of ADAGrad that adapts learning rate based on a window of past gradient updates. Parameters don't need tuning.

Parameters

  • Rho (ρ): Factor by which gradient is decayed at each time step. Defaults to 0.9.

Examples

opt = ADADelta() # uses default ρ = 0.9
+opt = ADADelta(0.89)

References

ADADelta optimiser.

source
Flux.Optimise.AMSGradType.
AMSGrad(η, β::Tuple)

Implements AMSGrad version of the ADAM optimiser. Parameters don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = AMSGrad() # uses default η and β
+opt = AMSGrad(0.001, (0.89, 0.995))

References

AMSGrad optimiser.

source
Flux.Optimise.NADAMType.
NADAM(η, β::Tuple)

Nesterov variant of ADAM. Parameters don't need tuning.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).

Examples

opt = NADAM() # uses default η and β
+opt = NADAM(0.002, (0.89, 0.995))

References

NADAM optimiser.

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Flux.Optimise.ADAMWFunction.
ADAMW(η, β::Tuple, decay)

Variant of ADAM defined by fixing weight decay regularization.

Parameters

  • Learning Rate (η): Defaults to 0.001.
  • Beta (β::Tuple): The first element refers to β1 and the second to β2. Defaults to (0.9, 0.999).
  • decay: Decay applied to weights during optimisation. Defaults to 0.

Examples

opt = ADAMW() # uses default η, β and decay
+opt = ADAMW(0.001, (0.89, 0.995), 0.1)

References

ADAMW

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Optimiser Interface

Flux's optimsers are built around a struct that holds all the optimiser parameters along with a definition of how to apply the update rule associated with it. We do this via the apply! function which takes the optimiser as the first argument followed by the parameter and its corresponding gradient.

In this manner Flux also allows one to create custom optimisers to be used seamlessly. Let's work this with a simple example.

mutable struct Momentum
   eta
   rho
   velocity
@@ -81,4 +81,4 @@ end
 
 loss(rand(10)) # around 0.9

In this manner it is possible to compose optimisers for some added flexibility.

Decays

Similar to optimisers, Flux also defines some simple decays that can be used in conjunction with other optimisers, or standalone.

Flux.Optimise.ExpDecayType.

ExpDecay(eta, decay, decay_step, clip)

Discount the learning rate eta by decay every decay_step till a minimum of clip.

Parameters

  • Learning Rate (eta): Defaults to 0.001.
  • decay: Factor by which the learning rate is discounted. Defaults to 0.1.
  • decay_step: Schedules decay operations by setting number of steps between two decay operations. Defaults to 1000.
  • clip: Minimum value of learning rate. Defaults to 1e-4.

Example

To apply exponential decay to an optimiser:

  Optimiser(ExpDecay(..), Opt(..))
 
-  opt = Optimiser(ExpDecay(), ADAM())
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Flux.Optimise.InvDecayType.

InvDecay(γ)

Applies inverse time decay to an optimiser

Parameters

  • gamma (γ): Defaults to 0.001

Example

  Optimiser(InvDecay(..), Opt(..))
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Flux.Optimise.WeightDecayType.

WeightDecay(wd)

Decays the weight by wd

Parameters

  • weight decay (wd): 0
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+ opt = Optimiser(ExpDecay(), ADAM())source
Flux.Optimise.InvDecayType.

InvDecay(γ)

Applies inverse time decay to an optimiser

Parameters

  • gamma (γ): Defaults to 0.001

Example

  Optimiser(InvDecay(..), Opt(..))
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Flux.Optimise.WeightDecayType.

WeightDecay(wd)

Decays the weight by wd

Parameters

  • weight decay (wd): 0
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