Implement Adam Optimization Algorithm
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 off
x0
: 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
: