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Posted to dev@madlib.apache.org by njayaram2 <gi...@git.apache.org> on 2016/12/07 23:38:13 UTC

[GitHub] incubator-madlib pull request #77: Cross validation in Elastic Net

Github user njayaram2 commented on a diff in the pull request:

    https://github.com/apache/incubator-madlib/pull/77#discussion_r91374781
  
    --- Diff: src/ports/postgres/modules/elastic_net/elastic_net.sql_in ---
    @@ -229,25 +301,23 @@ we are done, otherwise the process is repeated.</DD>
     up the calculation.</DD>
     </DL>
     
    -When the \ref elastic_net_train() \e optimizer argument value is \b 'igd', the
    -\e optimizer_params argument is a string containing name-value pairs with
    -the following format. (Line breaks are inserted for readability.)
    +\b IGD parameters
     <pre class="syntax">
    -  'stepsize = &lt;value>,
    -   step_decay = &lt;value>,
    -   threshold = &lt;value>,
    -   warmup = &lt;value>,
    -   warmup_lambdas = &lt;value>,
    -   warmup_lambda_no = &lt;value>,
    -   warmup_tolerance = &lt;value>,
    -   parallel = &lt;value>'
    +  $$
    +      stepsize = &lt;value>,
    +      step_decay = &lt;value>,
    +      threshold = &lt;value>,
    +      parallel = &lt;value>
    +  $$
     </pre>
    -\b Parameters
     <DL class="arglist">
    +
     <DT>stepsize</DT>
     <DD>The default is 0.01.</DD>
    +
     <DT>step_decay</DT>
     <DD>The actual setpsize used for current step is (previous stepsize) / exp(setp_decay). The default value is 0, which means that a constant stepsize is used in IGD.</DD>
    --- End diff --
    
    `step_decay` has not been mentioned in the online docs in elastic_net.py_in. I think this should be included there as well.


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