sarah_update.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SARAH_SARAH_UPDATE_HPP
#define MLPACK_CORE_OPTIMIZERS_SARAH_SARAH_UPDATE_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

class SARAHUpdate
{
 public:
  bool Update(arma::mat& iterate,
              arma::mat& v,
              const arma::mat& gradient,
              const arma::mat& gradient0,
              const size_t batchSize,
              const double stepSize,
              const double /* vNorm */)
  {
    v += (gradient - gradient0) / (double) batchSize;
    iterate -= stepSize * v;
    return false;
  }
};

} // namespace optimization
} // namespace mlpack

#endif