Class ParameterAveraging

java.lang.Object
org.tribuo.math.optimisers.ParameterAveraging
All Implemented Interfaces:
com.oracle.labs.mlrg.olcut.config.Configurable, com.oracle.labs.mlrg.olcut.provenance.Provenancable<com.oracle.labs.mlrg.olcut.provenance.ConfiguredObjectProvenance>, StochasticGradientOptimiser

public class ParameterAveraging extends Object implements StochasticGradientOptimiser
Averages the parameters across a gradient run.

Wraps an inner gradient optimiser. Only changes the values when finalise() is called

See:

 Polyak BT, Juditsky AB
 "Acceleration of Stochastic Approximation by Averaging"
 SIAM Journal on Control and Optimization, 1992.