Merge pull request #47181 from rehanguha:patch-2

PiperOrigin-RevId: 359045323
Change-Id: I0d817acba5a015ab540a2e7ee1f5b262cc3dc2a6
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TensorFlower Gardener 2021-02-23 07:51:38 -08:00
commit 0e34a22780

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@ -47,9 +47,10 @@ class Ftrl(optimizer_v2.OptimizerV2):
$$n_{t,i} = n_{t-1,i} + g_{t,i}^{2}$$
$$\sigma_{t,i} = (\sqrt{n_{t,i}} - \sqrt{n_{t-1,i}}) / \alpha$$
$$z_{t,i} = z_{t-1,i} + g_{t,i} - \sigma_{t,i} * w_{t,i}$$
$$w_{t,i} = - ((\beta+\sqrt{n_{t,i}}) / \alpha + 2 * \lambda_{2})^{-1} *
(z_{i} - sgn(z_{i}) * \lambda_{1}) if \abs{z_{i}} > \lambda_{i}
else 0$$
$$w_{t,i} =\begin{cases} 0 & | z_{i}| \leqslant \lambda _{1} ,\\
\ -\left(\frac{\beta +\sqrt{n_{t,i}}}{\alpha }
+\lambda _{2}\right)^{-1}( z_{i} -sgn(z_{i} )
*\lambda _{1}) & otherwise.\end{cases}$$
Check the documentation for the l2_shrinkage_regularization_strength
parameter for more details when shrinkage is enabled, in which case gradient