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documentation changes. added full reference #12153

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Aug 15, 2018
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documentation changes. added full reference #12153

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documentation changes. added full reference
yuxiangw Aug 13, 2018
39623b7
fixing lint
yuxiangw Aug 13, 2018
9877513
fixing more lint
yuxiangw Aug 14, 2018
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jenkins
yuxiangw Aug 15, 2018
2905ddc
adding the coding line utf-8
yuxiangw Aug 15, 2018
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6 changes: 5 additions & 1 deletion python/mxnet/optimizer.py
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Expand Up @@ -556,7 +556,11 @@ class Signum(Optimizer):
state = momentum * state + (1-momentum)*rescaled_grad
weight = (1 - lr * wd_lh) * weight - lr * sign(state)

See the original paper at: https://jeremybernste.in/projects/amazon/signum.pdf
Reference:
Jeremy Bernstein, Yu-Xiang Wang, Kamyar Azizzadenesheli & Anima Anandkumar. (2018).
signSGD: Compressed Optimisation for Non-Convex Problems. In ICML’18.

See: https://arxiv.org/abs/1802.04434

For details of the update algorithm see
:class:`~mxnet.ndarray.signsgd_update` and :class:`~mxnet.ndarray.signum_update`.
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