Merge pull request #47181 from rehanguha:patch-2
PiperOrigin-RevId: 359045323 Change-Id: I0d817acba5a015ab540a2e7ee1f5b262cc3dc2a6
This commit is contained in:
commit
0e34a22780
@ -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
|
||||
|
Loading…
x
Reference in New Issue
Block a user