Update relevant entries in '*var' according to the Ftrl-proximal scheme.
tf.raw_ops.ResourceSparseApplyFtrlV2(
var,
accum,
linear,
grad,
indices,
lr,
l1,
l2,
l2_shrinkage,
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:
grad_with_shrinkage = grad + 2 * l2_shrinkage * var
accum_new = accum + grad_with_shrinkage * grad_with_shrinkage
linear += grad_with_shrinkage +
(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 Tensor of type resource. Should be from a Variable().
|
accum
|
A Tensor of type resource. Should be from a Variable().
|
linear
|
A Tensor of type resource. Should be from a Variable().
|
grad
|
A Tensor. Must be one of the following types: float32, float64, int32, uint8, int16, int8, complex64, int64, qint8, quint8, qint32, bfloat16, uint16, complex128, half, uint32, uint64.
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 grad.
Scaling factor. Must be a scalar.
|
l1
|
A Tensor. Must have the same type as grad.
L1 regularization. Must be a scalar.
|
l2
|
A Tensor. Must have the same type as grad.
L2 shrinkage regularization. Must be a scalar.
|
l2_shrinkage
|
A Tensor. Must have the same type as grad.
|
lr_power
|
A Tensor. Must have the same type as grad.
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 |
|
The created Operation.
|