Update relevant entries in '*var' according to the Ftrl-proximal scheme.
tf.raw_ops.SparseApplyFtrl(
var,
accum,
linear,
grad,
indices,
lr,
l1,
l2,
lr_power,
use_locking=False,
multiply_linear_by_lr=False,
name=None
)
That is for rows we have grad for, we update var, accum and linear as follows:
\[accum_new = accum + grad * grad\]
\[linear += grad + (accum_{new}^{-lr_{power} } - accum^{-lr_{power} } / lr * var\]
\[quadratic = 1.0 / (accum_{new}^{lr_{power} } * lr) + 2 * l2\]
\[var = (sign(linear) * l1 - linear) / quadratic\ if\ |linear| > l1\ else\ 0.0\]
\[accum = accum_{new}\]
Args |
var
|
A mutable Tensor . Must be one of the following types: float32 , float64 , int32 , uint8 , int16 , int8 , complex64 , int64 , qint8 , quint8 , qint32 , bfloat16 , qint16 , quint16 , uint16 , complex128 , half , uint32 , uint64 .
Should be from a Variable().
|
accum
|
A mutable Tensor . Must have the same type as var .
Should be from a Variable().
|
linear
|
A mutable Tensor . Must have the same type as var .
Should be from a Variable().
|
grad
|
A Tensor . Must have the same type as var . The gradient.
|
indices
|
A Tensor . Must be one of the following types: int32 , int64 .
A vector of indices into the first dimension of var and accum.
|
lr
|
A Tensor . Must have the same type as var .
Scaling factor. Must be a scalar.
|
l1
|
A Tensor . Must have the same type as var .
L1 regularization. Must be a scalar.
|
l2
|
A Tensor . Must have the same type as var .
L2 regularization. Must be a scalar.
|
lr_power
|
A Tensor . Must have the same type as var .
Scaling factor. Must be a scalar.
|
use_locking
|
An optional bool . Defaults to False .
If True , updating of the var and accum tensors will be protected
by a lock; otherwise the behavior is undefined, but may exhibit less
contention.
|
multiply_linear_by_lr
|
An optional bool . Defaults to False .
|
name
|
A name for the operation (optional).
|
Returns |
A mutable Tensor . Has the same type as var .
|