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Posted to dev@spark.apache.org by dbtsai <gi...@git.apache.org> on 2014/02/22 12:10:56 UTC
[GitHub] incubator-spark pull request: Initialized the regVal for first ite...
GitHub user dbtsai opened a pull request:
https://github.com/apache/incubator-spark/pull/633
Initialized the regVal for first iteration in SGD optimizer
In runMiniBatchSGD, the regVal (for 1st iter) should be initialized
as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
It maybe not be important here for SGD since the updater doesn't take the loss
as parameter to find the new weights. But it will give us the correct history of loss.
However, for LBFGS optimizer we implemented, the correct loss with regVal is crucial to
find the new weights.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/AlpineNow/incubator-spark dbtsai-smallRegValFix
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/incubator-spark/pull/633.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #633
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commit 9d2670330ebcde4240d97f0f51d7cfbc71509780
Author: DB Tsai <db...@dbtsai.com>
Date: 2014-02-22T10:59:00Z
In runMiniBatchSGD, the regVal (for 1st iter) should be initialized
as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
It maybe not be important here for SGD since the updater doesn't take the loss
as parameter to find the new weights. But it will give us the correct history of loss.
However, for LBFGS optimizer we implemented, the correct loss with regVal is crucial to
find the new weights.
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[GitHub] incubator-spark pull request: Initialized the regVal for first ite...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/incubator-spark/pull/633#issuecomment-35915806
@dbtsai Since regVal remains 0.0 for any existing updater in MLlib, it would make more sense if this change comes with the L-BFGS PR you are working on.
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[GitHub] incubator-spark pull request: Initialized the regVal for first ite...
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/incubator-spark/pull/633#issuecomment-35800239
Can one of the admins verify this patch?
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