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{"documenter":{"julia_version":"1.10.0","generation_timestamp":"2024-01-29T08:17:56","documenter_version":"1.2.1"}}
{"documenter":{"julia_version":"1.10.0","generation_timestamp":"2024-01-29T10:17:29","documenter_version":"1.2.1"}}
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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Adam and AdaMax · Optim</title><meta name="title" content="Adam and AdaMax · Optim"/><meta property="og:title" content="Adam and AdaMax · Optim"/><meta property="twitter:title" content="Adam and AdaMax · Optim"/><meta name="description" content="Documentation for Optim."/><meta property="og:description" content="Documentation for Optim."/><meta property="twitter:description" content="Documentation for Optim."/><script data-outdated-warner src="../../assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link 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data-theme-primary/><script src="../../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../../">Optim</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li><a class="tocitem" href="../../">Home</a></li><li><span class="tocitem">Tutorials</span><ul><li><a class="tocitem" href="../../user/minimization/">Minimizing a function</a></li><li><a class="tocitem" href="../../user/gradientsandhessians/">Gradients and Hessians</a></li><li><a class="tocitem" href="../../user/config/">Configurable Options</a></li><li><a class="tocitem" href="../linesearch/">Linesearch</a></li><li><a class="tocitem" href="../../user/algochoice/">Algorithm choice</a></li><li><a class="tocitem" href="../precondition/">Preconditioners</a></li><li><a class="tocitem" href="../complex/">Complex optimization</a></li><li><a class="tocitem" href="../manifolds/">Manifolds</a></li><li><a class="tocitem" href="../../user/tipsandtricks/">Tips and tricks</a></li><li><a class="tocitem" href="../../examples/generated/ipnewton_basics/">Interior point Newton</a></li><li><a class="tocitem" href="../../examples/generated/maxlikenlm/">Maximum likelihood estimation</a></li><li><a class="tocitem" href="../../examples/generated/rasch/">Conditional maximum likelihood estimation</a></li></ul></li><li><span class="tocitem">Algorithms</span><ul><li><input class="collapse-toggle" id="menuitem-3-1" type="checkbox"/><label class="tocitem" for="menuitem-3-1"><span class="docs-label">Gradient Free</span><i class="docs-chevron"></i></label><ul class="collapsed"><li><a class="tocitem" href="../nelder_mead/">Nelder Mead</a></li><li><a class="tocitem" href="../simulated_annealing/">Simulated Annealing</a></li><li><a class="tocitem" href="../samin/">Simulated Annealing w/ bounds</a></li><li><a class="tocitem" href="../particle_swarm/">Particle Swarm</a></li></ul></li><li><input class="collapse-toggle" id="menuitem-3-2" type="checkbox" checked/><label class="tocitem" for="menuitem-3-2"><span class="docs-label">Gradient Required</span><i class="docs-chevron"></i></label><ul class="collapsed"><li class="is-active"><a class="tocitem" href>Adam and AdaMax</a><ul class="internal"><li><a class="tocitem" href="#Constructors"><span>Constructors</span></a></li><li><a class="tocitem" href="#References"><span>References</span></a></li></ul></li><li><a class="tocitem" href="../cg/">Conjugate Gradient</a></li><li><a class="tocitem" href="../gradientdescent/">Gradient Descent</a></li><li><a class="tocitem" href="../lbfgs/">(L-)BFGS</a></li><li><a class="tocitem" href="../ngmres/">Acceleration</a></li></ul></li><li><input class="collapse-toggle" id="menuitem-3-3" type="checkbox"/><label class="tocitem" for="menuitem-3-3"><span class="docs-label">Hessian 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class="is-disabled">Algorithms</a></li><li><a class="is-disabled">Gradient Required</a></li><li class="is-active"><a href>Adam and AdaMax</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Adam and AdaMax</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/JuliaNLSolvers/Optim.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/JuliaNLSolvers/Optim.jl/blob/master/docs/src/algo/adam_adamax.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="Adam-and-AdaMax"><a class="docs-heading-anchor" href="#Adam-and-AdaMax">Adam and AdaMax</a><a id="Adam-and-AdaMax-1"></a><a class="docs-heading-anchor-permalink" href="#Adam-and-AdaMax" title="Permalink"></a></h1><p>This page contains information about Adam and AdaMax.</p><h2 id="Constructors"><a class="docs-heading-anchor" href="#Constructors">Constructors</a><a id="Constructors-1"></a><a class="docs-heading-anchor-permalink" href="#Constructors" title="Permalink"></a></h2><pre><code class="language-julia hljs">Adam(; alpha=0.0001,
beta_mean=0.9,
beta_var=0.999,
epsilon=1e-8)</code></pre><p>where <code>alpha</code> is the step length or learning parameter. <code>beta_mean</code> and <code>beta_var</code> are exponential decay parameters for the first and second moments estimates. Setting these closer to 0 will cause past iterates to matter less for the current steps and setting them closer to 1 means emphasizing past iterates more. <code>epsilon</code> should rarely be changed, and just exists to avoid a division by 0.</p><pre><code class="language-julia hljs">AdaMax(; alpha=0.002,
beta_mean=0.9,
beta_var=0.999)</code></pre><p>where <code>alpha</code> is the step length or learning parameter. <code>beta_mean</code> and <code>beta_var</code> are exponential decay parameters for the first and second moments estimates. Setting these closer to 0 will cause past iterates to matter less for the current steps and setting them closer to 1 means emphasizing past iterates more.</p><h2 id="References"><a class="docs-heading-anchor" href="#References">References</a><a id="References-1"></a><a class="docs-heading-anchor-permalink" href="#References" title="Permalink"></a></h2><p>Kingma, Diederik P., and Jimmy Ba. &quot;Adam: A method for stochastic optimization.&quot; arXiv preprint arXiv:1412.6980 (2014).</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../particle_swarm/">« Particle Swarm</a><a class="docs-footer-nextpage" href="../cg/">Conjugate Gradient »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="auto">Automatic (OS)</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.2.1 on <span class="colophon-date" title="Monday 29 January 2024 10:17">Monday 29 January 2024</span>. Using Julia version 1.10.0.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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