[GitHub] incubator-madlib pull request: SVM: Add class weights for use with...

[iyerr3]

Github user iyerr3 commented on the pull request:

    https://github.com/apache/incubator-madlib/pull/43#issuecomment-221083387
  
    Things are better when we don't use the default step size. 
    
    Using init_stepsize=0.1 instead of the default (0.01): 
    
    
![with_weights_higher_init](https://cloud.githubusercontent.com/assets/2237447/15483072/bfea5722-20e7-11e6-8cce-614452bcbce5.png)
    
    We need to investigate the optimal learning schedule used in scikit-learn, 
where the initial stepsize is determined based on a heuristic proposed by Léon 
Bottou. 


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