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Posted to user@spark.apache.org by "Bui, Tri" <Tr...@VerizonWireless.com.INVALID> on 2014/12/09 00:04:52 UTC

Learning rate or stepsize automation

Hi,

Is there any way to auto calculate the optimum learning rate or stepsize via MLLIB for SGD ?

Thx
tri

Re: Learning rate or stepsize automation

Posted by Debasish Das <de...@gmail.com>.

Hi Bui,

Please use BFGS based solvers...For BFGS you don't have to specify step
size since the line search will find sufficient decrease each time...

Regularization you still have to do grid search...it's not possible to
automate that but on master you will find nice ways to automate grid
search...

Thanks.
Deb

On Mon, Dec 8, 2014 at 3:04 PM, Bui, Tri <
Tri.Bui@verizonwireless.com.invalid> wrote:

> Hi,
>
>
>
> Is there any way to auto calculate the optimum learning rate or stepsize
> via MLLIB for SGD ?
>
>
>
> Thx
>
> tri
>

RE: Learning rate or stepsize automation

Posted by "Bui, Tri" <Tr...@VerizonWireless.com.INVALID>.

Thanks!  Will try it out.

From: Debasish Das [mailto:debasish.das83@gmail.com]
Sent: Monday, December 08, 2014 5:13 PM
To: Bui, Tri
Cc: user@spark.apache.org
Subject: Re: Learning rate or stepsize automation

Hi Bui,

Please use BFGS based solvers...For BFGS you don't have to specify step size since the line search will find sufficient decrease each time...

Regularization you still have to do grid search...it's not possible to automate that but on master you will find nice ways to automate grid search...

Thanks.
Deb

On Mon, Dec 8, 2014 at 3:04 PM, Bui, Tri <Tr...@verizonwireless.com.invalid>> wrote:
Hi,

Is there any way to auto calculate the optimum learning rate or stepsize via MLLIB for SGD ?

Thx
tri