LostTech.TensorFlow : API Documentation

Type AdditiveExternalRegretOptimizer

Namespace tensorflow.contrib.constrained_optimization

Parent _ExternalRegretOptimizer

Interfaces IAdditiveExternalRegretOptimizer

A `ConstrainedOptimizer` based on external-regret minimization.

This `ConstrainedOptimizer` uses the given `tf.compat.v1.train.Optimizer`s to jointly minimize over the model parameters, and maximize over Lagrange multipliers, with the latter maximization using additive updates and an algorithm that minimizes external regret.

For more specifics, please refer to:

> Cotter, Jiang and Sridharan. "Two-Player Games for Efficient Non-Convex > Constrained Optimization". > [https://arxiv.org/abs/1804.06500](https://arxiv.org/abs/1804.06500)

The formulation used by this optimizer--which is simply the usual Lagrangian formulation--can be found in Definition 1, and is discussed in Section 3. It is most similar to Algorithm 3 in Appendix C.3, with the two differences being that it uses proxy constraints (if they're provided) in the update of the model parameters, and uses `tf.compat.v1.train.Optimizer`s, instead of SGD, for the "inner" updates.


Public properties

object constraint_optimizer get;

object constraint_optimizer_dyn get;

object optimizer get;

object optimizer_dyn get;

object PythonObject get;