sgd

src/optimise/Optimise.jl

@@ -1,5 +1,10 @@
 module Optimise
 
+using ..Tracker: TrackedArray, data, grad
+
+export sgd, update!, params
+
 include("params.jl")
+include("optimisers.jl")
 
 end

src/optimise/optimisers.jl

@@ -0,0 +1,13 @@
+struct SGD
+  ps::Vector{Any}
+  η::Float32
+end
+
+sgd(m, η) = SGD(params(m), η)
+
+function update!(o::SGD)
+  for p in o.ps
+    x, Δ = data(p), grad(p)
+    x .-= Δ .* o.η
+  end
+end

src/optimise/params.jl

@@ -1,8 +1,7 @@
-children(x) = ()
-
-using ..Tracker.TrackedArray
 using DataFlow: OSet
 
+children(x) = ()
+
 params(ps, p::TrackedArray) = push!(ps, p)
 
 params(ps, m) = foreach(m -> params(ps, m), children(m))