Preconditioner SGD optimization
Usage
precond_sgd(stepsize = 1, numerical_eps = 1e-05)
Arguments
- stepsize
stepsize for SGD
- numerical_eps
numerical, the gap used for estimate preconditioner, default is 1e-5
Value
a list of control variables for optimization
(used in control_opt function)
Details
Preconditioner SGD is using fisher information matrix as preconditioner (natural gradient descent).
