schedule_decay_time {brulee}

Change the learning rate over time

Description

Learning rate schedulers alter the learning rate to adjust as training proceeds. In most cases, the learning rate decreases as epochs increase. The ⁠schedule_*()⁠ functions are individual schedulers and set_learn_rate() is a general interface.

Usage

schedule_decay_time(epoch, initial = 0.1, decay = 1)

schedule_decay_expo(epoch, initial = 0.1, decay = 1)

schedule_step(epoch, initial = 0.1, reduction = 1/2, steps = 5)

schedule_cyclic(epoch, initial = 0.001, largest = 0.1, step_size = 5)

set_learn_rate(epoch, learn_rate, type = "none", ...)

Arguments

epoch

An integer for the number of training epochs (zero being the initial value),

initial

A positive numeric value for the starting learning rate.

decay

A positive numeric constant for decreasing the rate (see Details below).

reduction

A positive numeric constant stating the proportional decrease in the learning rate occurring at every steps epochs.

steps

The number of epochs before the learning rate changes.

largest

The maximum learning rate in the cycle.

step_size

The half-length of a cycle.

learn_rate

A constant learning rate (when no scheduler is used),

type

A single character value for the type of scheduler. Possible values are: "decay_time", "decay_expo", "none", "cyclic", and "step".

...

Arguments to pass to the individual scheduler functions (e.g. reduction).

Details

The details for how the schedulers change the rates:

• schedule_decay_time(): rate(epoch) = initial/(1 + decay \times epoch)

• schedule_decay_expo(): rate(epoch) = initial\exp(-decay \times epoch)

• schedule_step(): rate(epoch) = initial \times reduction^{floor(epoch / steps)}

• schedule_cyclic(): cycle = floor( 1 + (epoch / 2 / step size) ), x = abs( ( epoch / step size ) - ( 2 * cycle) + 1 ), and rate(epoch) = initial + ( largest - initial ) * \max( 0, 1 - x)

Value

A numeric value for the updated learning rate.

See Also

brulee_mlp()

Examples

library(ggplot2)
library(dplyr)
library(purrr)

iters <- 0:50

bind_rows(
 tibble(epoch = iters, rate = map_dbl(iters, schedule_decay_time), type = "decay_time"),
 tibble(epoch = iters, rate = map_dbl(iters, schedule_decay_expo), type = "decay_expo"),
 tibble(epoch = iters, rate = map_dbl(iters, schedule_step), type = "step"),
 tibble(epoch = iters, rate = map_dbl(iters, schedule_cyclic), type = "cyclic")
) %>%
 ggplot(aes(epoch, rate)) +
 geom_line() +
 facet_wrap(~ type)

# ------------------------------------------------------------------------------
# Use with neural network