[GitHub] eric-haibin-lin commented on a change in pull request #7720: [sparse] add ftrl optimizer for sparse

[gi...@git.apache.org]

eric-haibin-lin commented on a change in pull request #7720: [sparse] add ftrl optimizer for sparse
URL: https://github.com/apache/incubator-mxnet/pull/7720#discussion_r137450963
 
 

 ##########
 File path: src/operator/optimizer_op.cc
 ##########
 @@ -259,5 +260,30 @@ to be 0.9 and the learning rate :math:`\eta` to be 0.0001.
 .add_argument("delta", "NDArray-or-Symbol", "delta")
 .add_arguments(RMSPropAlexParam::__FIELDS__());
 
+NNVM_REGISTER_OP(ftrl_update)
+.describe(R"code(Update function for Ftrl optimizer.
+Referenced from *Ad Click Prediction: a View from the Trenches*, available at
+http://dl.acm.org/citation.cfm?id=2488200.
+
+.. math::
+  \\eta_{t,i} = \\frac{learningrate}{\\beta+\\sqrt{\\sum_{s=1}^tg_{s,i}^t}}
 
 Review comment:
   Could you explicitly state the sparse update rule like the one here in the documentation?
   https://github.com/apache/incubator-mxnet/blob/master/src/operator/optimizer_op.cc#L159 
   
 
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