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@bushaev
Created September 1, 2018 17:50
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simplest form of rprop update rule
for t in range(num_interations):
dw[t] = compute_gradient(x, y)
if dw[t] * dw[t - 1] > 0:
step_size = min(step_size * incFactor, step_size_max)
elif dw[t] * dw[t - 1] < 0:
step_size = max(step_size * decFactor, step_size_min)
w[t] = w[t - 1] - sign(dw[t]) * step_size
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