gradient-optimizers 0.0.2

Python package for wrapping gradient optimizers for models in Theano

# Gradient Optimizers

Optimize you Theano Models with [Adagrad](http://www.magicbroom.info/Papers/DuchiHaSi10.pdf), 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:

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

self._l2_regularization = True / False

# 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:

self._select_update_mechanism(update_method_name)

# then to compile this mechanism:
self.create_update_fun()


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](http://www.icml2010.org/papers/458.pdf)

Make sure the following parameters are not tampered with:

self._additional_params

self._num_updates