Adagrad
Adagrad. Per-coordinate adaptive learning rate via accumulated squared gradients: w[i] -= lr * grad[i] / sqrt(sumG2[i] + epsilon).
Reach for Adagrad when feature occurrence is sparse and uneven; power-law-distributed categorical features, rarely-seen tokens, anything where you want rare features to take big steps and common features to settle into small ones. The accumulating denominator makes Adagrad's effective learning rate monotonically non-increasing, which is the limitation Rmsprop addresses.
Properties
Functions
Build a live optimizer instance over featureSize coordinates at the requested Concurrency. Each call returns a fresh optimizer with empty aux state; stats call this for each weight vector they want to track (one per output class for com.eignex.kumulant.stat.regression.SoftmaxRegressionStat).
Adagrad
epsilon
learningRate
Base learning rate, multiplied by the per-coord 1 / sqrt(sumG2 + eps) factor.
materialize
Build a live optimizer instance over featureSize coordinates at the requested Concurrency. Each call returns a fresh optimizer with empty aux state; stats call this for each weight vector they want to track (one per output class for com.eignex.kumulant.stat.regression.SoftmaxRegressionStat).