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
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File path: src/operator/optimizer_op.cc
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@@ -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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