/**
* Construct the RMSPROP optimizer with the given function and parameters.
*
* @param function Function to be optimized (minimized).
* @param lr The learning rate coefficient.
* @param alpha Constant similar to that used in AdaDelta and Momentum methods.
* @param eps The eps coefficient to avoid division by zero (numerical
* stability).
*/
RMSPROP(DecomposableFunctionType& function,
const double lr = 0.01,
const double alpha = 0.99,
const double eps = 1e-8) :
function(function),
lr(lr),
alpha(alpha),
eps(eps),
meanSquaredGad(function.Weights())
{
// Nothing to do here.
}
