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feat(optimization): add stateful SGD/momentum and Adam step optimisers - #343

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ccr-8377b087-s2s0v8-issue-339
Oct 1, 2026
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feat(optimization): add stateful SGD/momentum and Adam step optimisers#343
gabrielfrasantos merged 2 commits into
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ccr-8377b087-s2s0v8-issue-339

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@gabrielfrasantos gabrielfrasantos commented Oct 1, 2026

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Closes #339

  • optimization::StepOptimizer<T, N>: Step(θ, g) updates θ in place from an external gradient; Reset().
  • optimization::Sgd<T, N>: vanilla, heavy-ball momentum, and Nesterov. State is N floats.
  • optimization::Adam<T, N>: bias-corrected, with β₁, β₂, ε and the learning rate as parameters. State is 2N floats plus the running powers β₁ᵗ and β₂ᵗ, so a step makes no Pow call.
  • Float-only, no heap, OPTIMIZE_FOR_SPEED on Step, and the scoped push_options/pop_options pragma (see Scope the fast-math/O3 pragma to hot functions instead of leaking it across the translation unit #334).
  • Docs: doc/optimization/StepOptimizer.md, plus a new row in the optimization README.
  • Tests (TestStepOptimizer): one step against hand-computed SGD and Nesterov values, convergence on a quadratic, Adam bias correction at t = 1, and Reset() restoring the initial state for both optimisers.

Validation: numerical.optimization_test passes 4/4 (host, GCC 13). The coverage TUs compile with -Wall -Wextra -Werror, and clang-format is clean.

🤖 Generated with Claude Code

https://claude.ai/code/session_01N4pngRiBqeb1xiseKXNLG6

Generated by Claude Code

@claude
feat(optimization): add stateful SGD/momentum and Adam step optimisers
2e188b4 
Introduce a StepOptimizer<T,N> interface with Step(theta, gradient) and
Reset(), then implement SGD (vanilla, momentum, Nesterov) and Adam
(bias-corrected first and second moments) as concrete float-only,
no-heap step optimisers for on-device NN training.

Closes #339

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01N4pngRiBqeb1xiseKXNLG6
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✅⚠️MegaLinter analysis: Success with warnings

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Hint: Followed 151 redirects. You might want to consider replacing redirecting URLs with the resolved URLs. Use verbose mode (`-v`/`-vv`) to see redirection details.
Hint: You can configure accepted/rejected response codes with `-a` or `--accept`
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github-actions[bot]
github-actions Bot reviewed Oct 1, 2026
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github-actions[bot]
github-actions Bot reviewed Oct 1, 2026
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@claude
docs: align markdown tables per MegaLinter
e9fb035 
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01N4pngRiBqeb1xiseKXNLG6
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sonarqubecloud Bot commented Oct 1, 2026

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Quality Gate Passed Quality Gate passed

Issues
0 New issues
0 Accepted issues

Measures
0 Security Hotspots
97.6% Coverage on New Code
0.0% Duplication on New Code

See analysis details on SonarQube Cloud

@gabrielfrasantos
gabrielfrasantos merged commit 69ff13e into main Oct 1, 2026
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@gabrielfrasantos
gabrielfrasantos deleted the ccr-8377b087-s2s0v8-issue-339 branch October 1, 2026 06:33
@embedded-releaser-app embedded-releaser-app Bot mentioned this pull request Oct 1, 2026
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Stateful step optimisers (SGD+momentum, Adam) for mini-batch training

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