Momentum.hpp

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#ifndef MOMENTUM_HPP_
#define MOMENTUM_HPP_

#include <optimization/OptimizationFunction.hpp>

namespace mic {
namespace neural_nets {
namespace optimization {

template <typename eT=float>
class Momentum : public OptimizationFunction<eT> {
public:

    Momentum(size_t rows_, size_t cols_, eT momentum_ = 0.9) : momentum(momentum_) {
        v = MAKE_MATRIX_PTR(eT, rows_, cols_);
        // Reset momentum.
        v->zeros();
    }

    mic::types::MatrixPtr<eT> calculateUpdate(mic::types::MatrixPtr<eT> x_, mic::types::MatrixPtr<eT> dx_, eT learning_rate_ = 0.001) {
        assert(x_->size() == dx_->size());
        assert(x_->size() == v->size());

        // Calculate the update vector (delta).
        for (size_t i=0; i<(size_t)x_->size(); i++)
            (*v)[i] = momentum * (*v)[i] + learning_rate_ * (*dx_)[i];

        // Return the update.
        return v;
    }

protected:
    mic::types::MatrixPtr<eT> v;

    eT momentum;
};

} //: optimization
} //: neural_nets
} //: mic

#endif /* MOMENTUM_HPP_ */