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Posted to issues@flink.apache.org by "Till Rohrmann (JIRA)" <ji...@apache.org> on 2016/01/22 16:06:39 UTC
[jira] [Closed] (FLINK-1994) Add different gain calculation schemes
to SGD
[ https://issues.apache.org/jira/browse/FLINK-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Till Rohrmann closed FLINK-1994.
--------------------------------
Resolution: Fixed
Added via 9c2f516671660fbb588eeadfe73c93fb775aa085
> Add different gain calculation schemes to SGD
> ---------------------------------------------
>
> Key: FLINK-1994
> URL: https://issues.apache.org/jira/browse/FLINK-1994
> Project: Flink
> Issue Type: Improvement
> Components: Machine Learning Library
> Reporter: Till Rohrmann
> Assignee: Trevor Grant
> Priority: Minor
> Labels: ML, Starter
>
> The current SGD implementation uses as gain for the weight updates the formula {{stepsize/sqrt(iterationNumber)}}. It would be good to make the gain calculation configurable and to provide different strategies for that. For example:
> * stepsize/(1 + iterationNumber)
> * stepsize*(1 + regularization * stepsize * iterationNumber)^(-3/4)
> See also how to properly select the gains [1].
> Resources:
> [1] http://arxiv.org/pdf/1107.2490.pdf
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