@hoff97/tensor-js/dist/lib/model/optimizer/SGD.js

PyTorch like deep learning inferrence library

import { Optimizer } from './optimizer';
/**
 * Stochastic gradient descent optimizer
 */
export class SGD extends Optimizer {
    /**
     * New SGD optimizer for a particular model.
     *
     * @param lr Learning rate, the step size for each update step
     */
    constructor(model, lr = 0.001) {
        super(model);
        this.lr = lr;
    }
    step() {
        for (const parameter of this.parameters) {
            if (parameter.grad !== undefined) {
                const oldValue = parameter.value;
                parameter.value = parameter.value.subtract(parameter.grad, 1, this.lr);
                oldValue.delete();
            }
        }
    }
}
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