Solver.js

const { Matrix } = require('./Matrix')

class Solver {
  constructor () {
    this.decay_rate = 0.999
    this.smooth_eps = 1e-8
    this.step_cache = {}
  }

  step (model, stepSize, regc, clipval) {
    // perform parameter update
    var solverStats = {}
    var numClipped = 0
    var numTot = 0
    for (var k in model) {
      if (model.hasOwnProperty(k)) {
        var m = model[k] // mat ref
        if (!(k in this.step_cache)) {
          this.step_cache[k] = new Matrix(m.rows, m.columns)
        }
        var s = this.step_cache[k]
        for (var i = 0, n = m.w.length; i < n; i++) {
          // rmsprop adaptive learning rate
          var mdwi = m.dw[i]
          s.w[i] = s.w[i] * this.decay_rate + (1.0 - this.decay_rate) * mdwi * mdwi

          // gradient clip
          if (mdwi > clipval) {
            mdwi = clipval
            numClipped++
          }
          if (mdwi < -clipval) {
            mdwi = -clipval
            numClipped++
          }
          numTot++

          // update (and regularize)
          m.w[i] += -stepSize * mdwi / Math.sqrt(s.w[i] + this.smooth_eps) - regc * m.w[i]
          m.dw[i] = 0 // reset gradients for next iteration
        }
      }
    }
    solverStats['ratio_clipped'] = numClipped * 1.0 / numTot
    return solverStats
  }
}

module.exports = Solver