Implement the Adam (Adaptive Moment Estimation) optimization algorithm in Python. Adam is an optimization algorithm that adapts the learning rate for each parameter. Your task is to write a function adam_optimizer that updates the parameters of a given function using the Adam algorithm.
The function should take the following parameters:
f: The objective function to be optimizedgrad: A function that computes the gradient offx0: Initial parameter valueslearning_rate: The step size (default: 0.001)beta1: Exponential decay rate for the first moment estimates (default: 0.9)beta2: Exponential decay rate for the second moment estimates (default: 0.999)epsilon: A small constant for numerical stability (default: 1e-8)num_iterations: Number of iterations to run the optimizer (default: 1000)
The function should return the optimized parameters.
Examples
Example 1:
Input:
import numpy as np
def objective_function(x):
return x[0]**2 + x[1]**2
def gradient(x):
return np.array([2*x[0], 2*x[1]])
x0 = np.array([1.0, 1.0])
x_opt = adam_optimizer(objective_function, gradient, x0)
print("Optimized parameters:", x_opt)Output:
# Optimized parameters: [0.99000325 0.99000325]Explanation: The Adam optimizer updates the parameters to minimize the objective function. In this case, the objective function is the sum of squares of the parameters, and the optimizer finds the optimal values for the parameters.
Starter Code
import numpy as np
def adam_optimizer(f, grad, x0, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, num_iterations=10):
# Your code here
pass
Python3
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