Merge pull request apache#7 from terrytangyuan/terry

Learning rate scheduler

scala-package/core/src/main/scala/ml/dmlc/mxnet/LRScheduler.scala

@@ -0,0 +1,54 @@
+package ml.dmlc.mxnet
+import org.slf4j.LoggerFactory
+
+/**
+ * Learning rate scheduler, which adaptively changes the learning rate
+ * based on the training progress.
+ * @author Yuan Tang
+ */
+
+abstract class LRScheduler(protected var baseLR: Float = 0.01f) {
+  /**
+   * Base class of a learning rate scheduler
+   *
+   * The training progress is presented by `num_update`, which can be roughly
+   * viewed as the number of minibatches executed so far. Its value is
+   * non-decreasing, and increases at most by one.
+   *
+   * The exact value is the upper bound of the number of updates applied to
+   * a weight/index.
+   *
+   * @param numUpdate Int, the maximal number of updates applied to a weight.
+   */
+  def apply(numUpdate: Int): Float
+}
+
+/**
+ * Class for reducing learning rate in factor
+ *
+ * Assume the weight has been updated by n times, then the learning rate will
+ * be base_lr * factor^^(floor(n/step))
+ *
+ * @param step Int, schedule learning rate after n updates
+ * @param factor Float, the factor for reducing the learning rate
+ *
+ */
+class FactorScheduler(protected var step: Int, protected var factor: Float) extends LRScheduler {
+
+  protected var count: Int = 0
+  private val logger = LoggerFactory.getLogger(classOf[FactorScheduler])
+
+  require(step < 1, "Schedule step must be greater or equal than 1 round")
+  require(factor >= 1.0, "Factor must be less than 1 to make lr reduce")
+
+  def apply(numUpdate: Int): Float = {
+
+    if (numUpdate > this.count + this.step) {
+      this.count += this.step
+      this.baseLR *= this.factor
+      this.logger.info(s"Update$numUpdate: Change learning rate to ${this.baseLR}")
+    }
+    this.baseLR
+  }
+}
+

scala-package/core/src/main/scala/ml/dmlc/mxnet/NDArray.scala

@@ -7,7 +7,7 @@ import scala.collection.mutable.{ArrayBuffer, ListBuffer}
 
 /**
  * NDArray API of mxnet
- * @author Yizhi Liu, Terry Tang
+ * @author Yizhi Liu, Yuan Tang
  */
 object NDArray {
   private val logger = LoggerFactory.getLogger(classOf[NDArray])