svrg.h File Reference

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Functions
LEARNER::base_learner *	svrg_setup (VW::config::options_i &options, vw &all)

Function Documentation

svrg_setup()

LEARNER::base_learner* svrg_setup	(	VW::config::options_i &	options,
		vw &	all
	)

Definition at line 168 of file svrg.cc.

References VW::config::option_group_definition::add(), VW::config::options_i::add_and_parse(), LEARNER::init_learner(), SVRG::learn(), LEARNER::make_base(), VW::config::make_option(), SVRG::predict(), SVRG::save_load(), LEARNER::learner< T, E >::set_save_load(), parameters::stride_shift(), UINT64_ONE, and vw::weights.

Referenced by parse_reductions().

{
  auto s = scoped_calloc_or_throw<svrg>();

  bool svrg_option = false;
  option_group_definition new_options("Stochastic Variance Reduced Gradient");
  new_options.add(make_option("svrg", svrg_option).keep().help("Streaming Stochastic Variance Reduced Gradient"))
      .add(make_option("stage_size", s->stage_size).default_value(1).help("Number of passes per SVRG stage"));
  options.add_and_parse(new_options);

  if (!svrg_option)
  {
    return nullptr;
  }

  s->all = &all;
  s->prev_pass = -1;
  s->stable_grad_count = 0;

  // Request more parameter storage (4 floats per feature)
  all.weights.stride_shift(2);
  learner<svrg, example>& l = init_learner(s, learn, predict, UINT64_ONE << all.weights.stride_shift());
  l.set_save_load(save_load);
  return make_base(l);
}