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Mismatch between code and paper. #19

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ziruizhu opened this issue May 26, 2023 · 1 comment
Open

Mismatch between code and paper. #19

ziruizhu opened this issue May 26, 2023 · 1 comment
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@ziruizhu
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ziruizhu commented May 26, 2023

This line
p.data.addcdiv_(-group['lr'], m, h.add(group['eps']).clamp(max=group['rho']))
should be changed to the following to match the paper

                update = m.div(h.add(group['eps'])).clamp(max=group['rho'])
                p.data.add_(update, alpha=-group['lr'])

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@dylan-campbell
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I'm also curious about this: the code as written wouldn't clip negative curvature directions, which would lead to the same problem as the Newton optimiser, I would have thought. (The GNB estimator is PSD, so wouldn't need these to be clipped, but this is not the case for Hutchinson.)

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