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Nadam.m
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function [updates, state] = Nadam(gradients, state)
%NADAM Summary of this function goes here
% Detailed explanation goes here
if nargin == 1
state = struct;
end
if ~isfield(state, 'beta1')
state.beta1 = 0.9;
end
if ~isfield(state, 'beta2')
state.beta2 = 0.999;
end
if ~isfield(state, 'epsilon')
state.epsilon = 1e-8;
end
if ~isfield(state, 'iteration')
state.iteration = 1;
end
if ~isfield(state, 'm')
state.m = zeros(size(gradients));
end
if ~isfield(state, 'v')
state.v = zeros(size(gradients));
end
if ~isfield(state, 'alpha')
state.alpha = 1e-2;
end
% update biased first moment estimate
state.m = state.beta1 * state.m + (1 - state.beta1) * gradients;
% update biased second raw moment estimate
state.v = state.beta2 * state.v + (1 - state.beta2) * gradients.^2;
% compute bias-corrected first moment estimate
mhat = state.m / (1 - state.beta1^(state.iteration + 1));
% compute bias-corrected second raw moment estimate
vhat = state.v / (1 - state.beta2^state.iteration);
% nadam
mhat = state.beta1 * mhat + (((1 - state.beta1) * gradients) / (1 - state.beta1^state.iteration));
% update parameters
updates = (state.alpha * mhat) ./ (sqrt(vhat) + state.epsilon);
% update iteration number
state.iteration = state.iteration + 1;
end