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1 | 1 | # Optimisers.jl
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2 | 2 |
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| 3 | +## Define an Optimiser |
| 4 | + |
| 5 | +```julia |
| 6 | +# Define a container to hold any optimiser specific parameters (if any) |
| 7 | +struct Descent{T} |
| 8 | + η::T |
| 9 | +end |
| 10 | + |
| 11 | +# Define an `apply` rule with which to update the current params |
| 12 | +# using the gradients |
| 13 | +function Optimisers.apply(o::Descent, state, m, m̄) |
| 14 | + o.η .* m̄, state |
| 15 | +end |
| 16 | + |
| 17 | +Optimisers.init(o, x::AbstractArray) = nothing |
| 18 | +``` |
| 19 | + |
| 20 | +Notice that the state is handled separately from the optimiser itself. This |
| 21 | +is a key design principle and allows users to manage their own state explicitly. |
| 22 | + |
| 23 | +It of course also makes it easier to store the state. |
| 24 | + |
| 25 | +## Usage |
| 26 | + |
| 27 | +```julia |
| 28 | + |
| 29 | +using Flux, Metalhead, Optimisers |
| 30 | + |
| 31 | +o = Optimisers.ADAM() # define an ADAM optimiser with default settings |
| 32 | +st = Optimisers.state(o, m) # initialize the optimiser before using it |
| 33 | + |
| 34 | +model = ResNet() # define a model to train on |
| 35 | +ip = rand(Float32, 224, 224, 3, 1) # dummy data |
| 36 | + |
| 37 | +m̄, _ = gradient(model, ip) do m, x # calculate the gradients |
| 38 | + sum(m(x)) |
| 39 | +end |
| 40 | + |
| 41 | + |
| 42 | +st, mnew = Optimisers.update(o, st, m, m̄) |
| 43 | + |
| 44 | +# or |
| 45 | + |
| 46 | +st, mnew = o(m, m̄, st) |
| 47 | +``` |
| 48 | + |
| 49 | +Notice that a completely new instance of the model is returned. Internally, this |
| 50 | +is handled by [Functors.jl](https://fluxml.ai/Functors.jl), where we do a walk over the |
| 51 | +tree formed by the model and update the parameters using the gradients. Optimisers can |
| 52 | +work with different forms of gradients, but most likely use case are the gradients as |
| 53 | +returned by [Zygote.jl](https://fluxml.ai/Zygote.jl). |
3 | 54 |
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