Rmsprop

  • RL
  • More stable than Adagrad
  • Moving exponential avg : older grads given less weight

& E[g^{2}]{t}= 0.9E[g^{2}]{t-1}+ 0.1g^{2}_{t}\

& \theta_{t+1}= \theta_{t}- \frac{\eta}{\sqrt{E[g^{2}]){t}+\epsilon}}g{t}

\end{align}

- Suggested $\gamma=0.9$ and $\eta= 0.001$