Adam stochastic gradient descent optimization

Matlab implementation of the Adam stochastic gradient descent optimisation algorithm
1.4K Downloads
Updated 16 Aug 2017

`fmin_adam` is an implementation of the Adam optimisation algorithm (gradient descent with Adaptive learning rates individually on each parameter, with Momentum) from Kingma and Ba [1]. Adam is designed to work on stochastic gradient descent problems; i.e. when only small batches of data are used to estimate the gradient on each iteration, or when stochastic dropout regularisation is used [2].
See GIT repository for examples:
https://github.com/DylanMuir/fmin_adam

Usage:
[x, fval, exitflag, output] = fmin_adam(fun, x0 <, stepSize, beta1, beta2, epsilon, nEpochSize, options>)

See the function help for a detailed reference. The github repository has a couple of examples.

References:
[1] Diederik P. Kingma, Jimmy Ba. "Adam: A Method for Stochastic Optimization", ICLR 2015. [https://arxiv.org/abs/1412.6980](https://arxiv.org/abs/1412.6980)

[2] Geoffrey E Hinton, Nitish Srivastava, Alex Krizhevsky, Ilya Sutskever, and Ruslan R. Salakhutdinov. "Improving neural networks by preventing co-adaptation of feature detectors." arXiv preprint. [https://arxiv.org/abs/1207.0580](https://arxiv.org/abs/1207.0580)

Cite As

Dylan Muir (2024). Adam stochastic gradient descent optimization (https://github.com/DylanMuir/fmin_adam), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2016b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.0.0.0

Updated title
Updated description
Updated description
Updated description

Updated description
Updated description
Updated description

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.