Reformat

1 files changed, 35 insertions, 0 deletions

diff --git a/src/adam.c b/src/adam.c
new file mode 100644
index 0000000..2d37bab
--- /dev/null
+++ b/src/adam.c
@@ -0,0 +1,35 @@
+#include "adam.h"
+#include "utils.h"
+
+#include <math.h>
+#include <stdlib.h>
+
+Adam adam_init(int nparams, double lr, double beta1, double beta2, double eps) {
+    Adam a;
+    a.m = vec_zeros(nparams);
+    a.v = vec_zeros(nparams);
+    a.nparams = nparams;
+    a.lr = lr;
+    a.beta1 = beta1;
+    a.beta2 = beta2;
+    a.eps = eps;
+    a.t = 0;
+    return a;
+}
+
+void adam_update(Adam *a, double *theta, const double *grad) {
+    a->t++;
+    double bc1 = 1.0 - pow(a->beta1, (double)a->t);
+    double bc2 = 1.0 - pow(a->beta2, (double)a->t);
+    double alpha = a->lr * sqrt(bc2) / bc1;
+    for (int i = 0; i < a->nparams; i++) {
+        a->m[i] = a->beta1 * a->m[i] + (1.0 - a->beta1) * grad[i];
+        a->v[i] = a->beta2 * a->v[i] + (1.0 - a->beta2) * grad[i] * grad[i];
+        theta[i] -= alpha * a->m[i] / (sqrt(a->v[i]) + a->eps);
+    }
+}
+
+void adam_free(Adam *a) {
+    free(a->m);
+    free(a->v);
+}