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/*
 * Stochastic Gradient Descent (SGD) optimizer.
 */

update = function(matrix[double] X, matrix[double] dX, double lr)
    return (matrix[double] X) {
  /*
   * Performs a vanilla SGD update.
   *
   * Inputs:
   *  - X: Parameters to update, of shape (any, any).
   *  - dX: Gradient wrt `X` of a loss function being optimized, of
   *      same shape as `X`.
   *  - lr: Learning rate.
   *
   * Outputs:
   *  - X: Updated parameters `X`, of same shape as input `X`.
   */
  X = X - lr*dX
}

