Contents

L4-Optimization

Optimization

解析计算后数值计算梯度验证之

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import torch
torch.autograd.gradcheck(func, inputs, eps=1e-6, atol=1e-4, raise_exception=True)
torch.autograd.gradgradcheck(func, inputs, grad_outputs=None, eps=1e-6, atol=1e-4, raise_exception=True)
# numpy allclose
np.allclose(a, b, rtol=1e-5, atol=1e-8)

/l4-optimization/image.png

把期望转化为数值求解,上图的等式两边求导也可,从而得到梯度

Adam = RMSprop + Momentum 😮

/l4-optimization/image-1.png

/l4-optimization/image-2.png

为什么只是一阶函数优化?

/l4-optimization/image-3.png