LostTech.TensorFlow : API Documentation

Type AdditiveSwapRegretOptimizer

Namespace tensorflow.contrib.constrained_optimization

Parent _SwapRegretOptimizer

Interfaces IAdditiveSwapRegretOptimizer

A `ConstrainedOptimizer` based on swap-regret minimization.

This `ConstrainedOptimizer` uses the given `tf.compat.v1.train.Optimizer`s to jointly minimize over the model parameters, and maximize over constraint/objective weight matrix (the analogue of Lagrange multipliers), with the latter maximization using additive updates and an algorithm that minimizes swap 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 can be found in Definition 2, and is discussed in Section 4. It is most similar to Algorithm 2 in Section 4, with the differences being that it uses `tf.compat.v1.train.Optimizer`s, instead of SGD, for the "inner" updates, and performs additive (instead of multiplicative) updates of the stochastic matrix.


Public properties

object constraint_optimizer get;

object constraint_optimizer_dyn get;

object optimizer get;

object optimizer_dyn get;

object PythonObject get;