基于numpy与pandas库的定义优化器代码
时间: 2023-12-08 19:05:47 浏览: 82
下面是一个基于 NumPy 和 Pandas 库的自定义优化器代码示例:
```python
import numpy as np
import pandas as pd
class Optimizer:
def __init__(self, lr=0.01):
self.lr = lr
def update(self, params, gradients):
pass
class SGD(Optimizer):
def __init__(self, lr=0.01):
super().__init__(lr)
def update(self, params, gradients):
for param, grad in zip(params, gradients):
param -= self.lr * grad
class Momentum(Optimizer):
def __init__(self, lr=0.01, momentum=0.9):
super().__init__(lr)
self.momentum = momentum
self.velocities = None
def update(self, params, gradients):
if self.velocities is None:
self.velocities = [np.zeros_like(param) for param in params]
for i, (param, grad) in enumerate(zip(params, gradients)):
self.velocities[i] = self.momentum * self.velocities[i] - self.lr * grad
param += self.velocities[i]
class Adam(Optimizer):
def __init__(self, lr=0.001, beta1=0.9, beta2=0.999, eps=1e-8):
super().__init__(lr)
self.beta1 = beta1
self.beta2 = beta2
self.eps = eps
self.m = None
self.v = None
self.t = 0
def update(self, params, gradients):
if self.m is None:
self.m = [np.zeros_like(param) for param in params]
self.v = [np.zeros_like(param) for param in params]
self.t += 1
lr_t = self.lr * np.sqrt(1 - self.beta2**self.t) / (1 - self.beta1**self.t)
for i, (param, grad) in enumerate(zip(params, gradients)):
self.m[i] = self.beta1 * self.m[i] + (1 - self.beta1) * grad
self.v[i] = self.beta2 * self.v[i] + (1 - self.beta2) * grad**2
param -= lr_t * self.m[i] / (np.sqrt(self.v[i]) + self.eps)
```
这里定义了三种常用的优化器:随机梯度下降(SGD)、动量法(Momentum)和自适应矩估计(Adam)。每个优化器都继承自基类 `Optimizer`,并实现了 `update` 方法来更新模型参数。在更新参数时,每个优化器都使用了不同的公式来计算参数的更新量。其中,`SGD` 只使用梯度,`Momentum` 加入了动量项,而 `Adam` 则使用了动量项和自适应学习率。
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