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WIP: Added two SGD based optimisers for GCP of sparse Tensors

J D requested to merge GCHQResearch001/tensor_toolbox:master into master

Checklist

  • Issue Before the merge request, submit an issue for the change, providing as much detailed information as possible. For bug reports, please provide enough information to reproduce the problem.

  • Fork Create a branch or fork of the code and make your changes. It's helpful if you create a branch on your fork.

  • Help Comments Create or update comments for the m-files, following the style of the existing files. Be sure to explain all code options.

  • HTML Documentation For any major new functionality, please follow the following steps.

    • Add HTML documentation in the doc\html directory with the name XXX_doc.html
    • Use the MATLAB publish command to create a new file in doc\html
    • Add a pointer to this documentation file in doc\html\helptoc.xml
    • Add pointers in any related higher-level files, e.g., a new method for CP should be referenced in the cp.html file
    • Add link to HTML documentation from help comments in function
    • Update search database by running: builddocsearchdb('[full path to tensor_toolbox/doc/html directory]')
  • Tests Create or update tests in the tests directory, especially for bug fixes or strongly encouraged for new code.

  • Contents If new functions were added to a class, go to the maintenance directory and run update_classlist('Class',XXX) to add the new functions to the class XXX help information. If new functions were added at top level, go to maintenance and run update_topcontents to update the Contents.m file at the top level.

  • Release Notes Update RELEASE_NOTES.txt with any significant bug fixes or additions.

  • Contributors List Update CONTRIBUTORS.md with your name and a brief description of the contributions.

  • Pass All Tests Confirm that all tests (including existing tests) pass in tests directory.

  • Merge Request At any point, create a work-in-progress merge request, referencing the issue number and with this checklist and WIP in the header. To do this within the GITLAB website...

Hi,

I've taken out the C/mex code from my previous merge !39 (closed) as desired. Included in this merge is the option to use Nadam gcp_opt(tens,...,'opt','nadam') and RMSProp gcp_opt(tens,...,'opt','rmsprop') optimisation for sparse Tensors in GCP.

Thanks.

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