Table Of Contents

mxnet.optimizer.SGLD

class mxnet.optimizer.SGLD(**kwargs)

Stochastic Gradient Riemannian Langevin Dynamics.

This class implements the optimizer described in the paper Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex, available at https://papers.nips.cc/paper/4883-stochastic-gradient-riemannian-langevin-dynamics-on-the-probability-simplex.pdf.

__init__(**kwargs)

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(**kwargs)	Initialize self.
create_optimizer(name, **kwargs)	Instantiates an optimizer with a given name and kwargs.
create_state(index, weight)	Creates auxiliary state for a given weight.
create_state_multi_precision(index, weight)	Creates auxiliary state for a given weight, including FP32 high precision copy if original weight is FP16.
register(klass)	Registers a new optimizer.
set_learning_rate(lr)	Sets a new learning rate of the optimizer.
set_lr_mult(args_lr_mult)	Sets an individual learning rate multiplier for each parameter.
set_lr_scale(args_lrscale)	[DEPRECATED] Sets lr scale.
set_wd_mult(args_wd_mult)	Sets an individual weight decay multiplier for each parameter.
update(index, weight, grad, state)	Updates the given parameter using the corresponding gradient and state.
update_multi_precision(index, weight, grad, …)	Updates the given parameter using the corresponding gradient and state.

Attributes

learning_rate
opt_registry

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