SGD.h

#ifndef OPTIMIZER_SGD_H_
#define OPTIMIZER_SGD_H_

#include <Eigen/Core>
#include "../Config.h"
#include "../Optimizer.h"

namespace MiniDNN {


class SGD: public Optimizer
{
private:
    typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
    typedef Vector::ConstAlignedMapType ConstAlignedMapVec;
    typedef Vector::AlignedMapType AlignedMapVec;

public:
    Scalar m_lrate;
    Scalar m_decay;

    SGD() :
        m_lrate(Scalar(0.01)), m_decay(Scalar(0))
    {}

    void update(ConstAlignedMapVec& dvec, AlignedMapVec& vec)
    {
        vec.noalias() -= m_lrate * (dvec + m_decay * vec);
    }
};


} // namespace MiniDNN


#endif /* OPTIMIZER_SGD_H_ */