Python代码实现Adam算法
时间: 2023-05-11 22:03:27 浏览: 381
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以下是Python代码实现Adam算法:
```python
import numpy as np
def adam(grad_func, x_init, alpha=0.001, beta1=0.9, beta2=0.999, eps=1e-8, num_iters=1000):
# Initialize variables
x = x_init
m = np.zeros_like(x)
v = np.zeros_like(x)
t = 0
# Optimization loop
for i in range(num_iters):
t += 1
g = grad_func(x)
# Update biased first moment estimate
m = beta1 * m + (1 - beta1) * g
# Update biased second raw moment estimate
v = beta2 * v + (1 - beta2) * (g ** 2)
# Compute bias-corrected first moment estimate
m_hat = m / (1 - beta1 ** t)
# Compute bias-corrected second raw moment estimate
v_hat = v / (1 - beta2 ** t)
# Update parameters
x -= alpha * m_hat / (np.sqrt(v_hat) + eps)
return x
```
这是一个实现Adam算法的Python代码,可以用于优化目标函数。其中,grad_func是目标函数的梯度函数,x_init是优化变量的初始值,alpha是学习率,beta1和beta2是两个指数加权平均的系数,eps是一个小常数,num_iters是迭代次数。
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