Machine Learning Fundamentals · 免费预览

Adam 与自适应学习率

Adam 保留梯度的两个平均值,一个用于方向,一个用于幅度,并将前者除以后者的平方根,从而使每个坐标都获得各自的有效步长。

1. Two averages of the gradient

Two averages of the gradient

2. The initialization bias

The initialization bias

3. When the second moment misleads

When the second moment misleads

4. What the second moment does

Adam divides the momentum estimate by the square root of the second-moment estimate. Coordinate ii has seen consistently small gradients and coordinate jj consistently large ones. Which statement describes the relative step sizes, holding everything else fixed?

5. The bias correction at step 1

With β1=0.9\beta_1 = 0.9 and a first gradient g1\mathbf{g}_1, the momentum state is v1=(1−β1)g1\mathbf{v}_1 = (1 - \beta_1)\mathbf{g}_1. The bias correction divides by 1−β111 - \beta_1^{1}, and the corrected estimate v^1\hat{\mathbf{v}}_1 equals ____ in terms of g1\mathbf{g}_1.

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