Till Rohrmann created FLINK-1994:
------------------------------------
Summary: Add stepsize 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
Priority: Minor
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
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
