26 lines
845 B
Mathematica
26 lines
845 B
Mathematica
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function cae = caesdlm(cae, opts, m)
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%stochastic diagonal levenberg-marquardt
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%first round
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if isfield(cae,'ddok') == 0
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cae = caebbp(cae);
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end
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%recalculate double grads every opts.ddinterval
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if mod(m, opts.ddinterval) == 0
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cae_n = caebbp(cae);
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for ii = 1 : numel(cae.o)
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cae.ddc{ii} = opts.ddhist * cae.ddc{ii} + (1 - opts.ddhist) * cae_n.ddc{ii};
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end
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for jj = 1 : numel(cae.a)
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cae.ddb{jj} = opts.ddhist * cae.ddb{jj} + (1 - opts.ddhist) * cae_n.ddb{jj};
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for ii = 1 : numel(cae.o)
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cae.ddok{ii}{jj} = opts.ddhist * cae.ddok{ii}{jj} + (1 - opts.ddhist) * cae_n.ddok{ii}{jj};
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cae.ddik{ii}{jj} = opts.ddhist * cae.ddik{ii}{jj} + (1 - opts.ddhist) * cae_n.ddik{ii}{jj};
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end
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end
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end
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end
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