Mercurial > hg > camir-aes2014

diff toolboxes/FullBNT-1.0.7/nethelp3.3/olgd.htm @ 0:e9a9cd732c1e tip

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/nethelp3.3/olgd.htm	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,101 @@
+<html>
+<head>
+<title>
+Netlab Reference Manual olgd
+</title>
+</head>
+<body>
+<H1> olgd
+</H1>
+<h2>
+Purpose
+</h2>
+On-line gradient descent optimization.
+
+<p><h2>
+Description
+</h2>
+<CODE>[net, options, errlog, pointlog] = olgd(net, options, x, t)</CODE> uses 
+on-line gradient descent to find a local minimum of the error function for the
+network
+<CODE>net</CODE> computed on the input data <CODE>x</CODE> and target values
+<CODE>t</CODE>. A log of the error values
+after each cycle is (optionally) returned in <CODE>errlog</CODE>, and a log
+of the points visited is (optionally) returned in <CODE>pointlog</CODE>.
+Because the gradient is computed on-line (i.e. after each pattern)
+this can be quite inefficient in Matlab.
+
+<p>The error function value at final weight vector is returned
+in <CODE>options(8)</CODE>.
+
+<p>The optional parameters have the following interpretations.
+
+<p><CODE>options(1)</CODE> is set to 1 to display error values; also logs error 
+values in the return argument <CODE>errlog</CODE>, and the points visited
+in the return argument <CODE>pointslog</CODE>.  If <CODE>options(1)</CODE> is set to 0,
+then only warning messages are displayed.  If <CODE>options(1)</CODE> is -1,
+then nothing is displayed.
+
+<p><CODE>options(2)</CODE> is the precision required for the value
+of <CODE>x</CODE> at the solution. If the absolute difference between
+the values of <CODE>x</CODE> between two successive steps is less than
+<CODE>options(2)</CODE>, then this condition is satisfied.
+
+<p><CODE>options(3)</CODE> is the precision required of the objective
+function at the solution.  If the absolute difference between the
+error functions between two successive steps is less than
+<CODE>options(3)</CODE>, then this condition is satisfied.
+Both this and the previous condition must be
+satisfied for termination. Note that testing the function value at each
+iteration roughly halves the speed of the algorithm.
+
+<p><CODE>options(5)</CODE> determines whether the patterns are sampled randomly
+with replacement. If it is 0 (the default), then patterns are sampled
+in order.
+
+<p><CODE>options(6)</CODE> determines if the learning rate decays.  If it is 1
+then the learning rate decays at a rate of <CODE>1/t</CODE>.  If it is 0
+(the default) then the learning rate is constant.
+
+<p><CODE>options(9)</CODE> should be set to 1 to check the user defined gradient
+function.
+
+<p><CODE>options(10)</CODE> returns the total number of function evaluations (including
+those in any line searches).
+
+<p><CODE>options(11)</CODE> returns the total number of gradient evaluations.
+
+<p><CODE>options(14)</CODE> is the maximum number of iterations (passes through
+the complete pattern set); default 100.
+
+<p><CODE>options(17)</CODE> is the momentum; default 0.5.
+
+<p><CODE>options(18)</CODE> is the learning rate; default 0.01.
+
+<p><h2>
+Examples
+</h2>
+The following example performs on-line gradient descent on an MLP with
+random sampling from the pattern set.
+<PRE>
+
+net = mlp(5, 3, 1, 'linear');
+options = foptions;
+options(18) = 0.01;
+options(5) = 1;
+net = olgd(net, options, x, t);
+</PRE>
+
+
+<p><h2>
+See Also
+</h2>
+<CODE><a href="graddesc.htm">graddesc</a></CODE><hr>
+<b>Pages:</b>
+<a href="index.htm">Index</a>
+<hr>
+<p>Copyright (c) Ian T Nabney (1996-9)
+
+
+</body>
+</html>
\ No newline at end of file