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Python package for wrapping gradient optimizers for models in Theano

Project description

# Gradient Optimizers

Optimize you Theano Models with [Adagrad](, Hessian Free optimization, or linear updates.

pip3 install gradient-optimizers

See example notebook (TBD) for tutorial.

Two classes **GradientModel**, and **GradientHFModel**, for optimizing gradient
based models (specifically built with indexed parameters in mind (e.g.
for language models))

## GradientModel

A gradient model for updating your model with
hessian free, adagrad, or linear decay updates.

You will need to define the following attributes,
and fill them as appropriate:

# a forward method for getting errors:
projection = self.projection_function(ivector <indices/>)

# a cost function (that takes the result of projection function and labels as input)
# and returns a symbolic differentiable theano variable
self.cost_function(projection, ivector <label/>).sum()

self.params = []
self.indexed_params = set()

self._l2_regularization = True / False

self.store_max_updates = True / False

# set this theano setting
self.theano_mode = "FAST_RUN"

# set this theano setting
self.disconnected_inputs = 'ignore' / None

# if L2 is true store this parameter:
self._l2_regularization_parameter = theano.shared(np.float64(l2_regularization).astype(REAL), name='l2_regularization_parameter')

Upon initialization you must run:


# then to compile this mechanism:

The update methods expect the input to be of the form:

ivector <indices/>, ivector <labels/>

If this is not the case you can modify them as appropriate.

## GradientHFModel

Implements an symbolic one step of hessian-free [1]
optimization that approximates the curvature,
requires a _compute_cost method that takes an example
as input or a _compute_cost_gradients that returns
gradients for each example provided.

Model should have a params property containing symbolic
theano variables.

[[1] James Martens, ``Deep learning via Hessian-free optimization", ICML 2010](

Make sure the following parameters are not tampered with:



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