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Merge pull request #954 from FluxML/decaydocs
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[WIP] Decaydocs
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DhairyaLGandhi authored Dec 10, 2019
2 parents f46b524 + e67f09c commit ac4c49b
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5 changes: 3 additions & 2 deletions src/optimise/optimisers.jl
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"""
InvDecay(γ)
Applies inverse time decay to an optimiser
Applies inverse time decay to an optimiser, i.e., the effective step size at iteration `n` is `eta / (1 + γ * n)` where `eta` is the initial step size. The wrapped optimiser's step size is not modified.
```
## Parameters
- gamma (γ): Defaults to `0.001`
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"""
ExpDecay(eta, decay, decay_step, clip)
Discount the learning rate `eta` by `decay` every `decay_step` till a minimum of `clip`.
Discount the learning rate `eta` by a multiplicative factor `decay` every `decay_step` till a minimum of `clip`.
## Parameters
- Learning Rate (eta): Defaults to `0.001`.
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