element wise max()

2018-04-26 21:12:31 +10:00 · 2018-04-26 21:12:31 +10:00 · 8c042bd522
commit 8c042bd522
parent 5e5f255f81
1 changed files with 2 additions and 2 deletions
--- a/src/optimise/optimisers.jl
+++ b/src/optimise/optimisers.jl
@ -64,11 +64,11 @@ end

 function adamax(p::Param; η::Real = 0.002, β1::Real = 0.9, β2::Real = 0.999, ϵ::Real = 1e-8)
  mt = zeros(p.x)
-  ut = zero(p.x)
+  ut = zeros(p.x)
  β1p = β1
  function ()
    @. mt = β1 * mt + (1 - β1) * p.Δ
-    ut = max(β2 * ut, norm(p.Δ, Inf))
+    @. ut = max(β2 * ut, abs(p.Δ))
    @. p.Δ = (η/(1 - β1p)) * mt/(ut + ϵ)
    β1p *= β1
  end