Github user njayaram2 commented on a diff in the pull request: https://github.com/apache/incubator-madlib/pull/162#discussion_r132058113 --- Diff: src/ports/postgres/modules/convex/mlp.sql_in --- @@ -226,26 +268,52 @@ the parameter is ignored. <pre class="syntax"> - 'step_size = <value>, + 'learning_rate_init = <value>, n_iterations = <value>, n_tries = <value>, tolerance = <value>' </pre> \b Optimizer Parameters <DL class="arglist"> -<DT>step_size</dt> -<DD>Default: [0.001]. +<DT>learning_rate_init</dt> +<DD>Default: 0.001. Also known as the learning rate. A small value is usually desirable to ensure convergence, while a large value provides more room for progress during training. Since the best value depends on the condition number of the data, in practice one often tunes this parameter. </DD> +<DT>learning_rate_policy</dt> +<DD>Default: constant. +One of 'constant', 'exp', 'inv' or 'step' or any prefix of these. +'constant': learning_rate = learning_rate_init +'exp': learning_rate = learning_rate_init * gamma^(iter) +'inv': learning_rate = learning_rate_init * (iter+1)^(-power) +'step': learning_rate = learning_rate_init * gamma^(floor(iter/iterations_per_step)) +Where iter is the current iteration of SGD. +</DD> + +<DT>gamma</dt> +<DD>Default: 0.1. +Decay rate for learning rate when learning_rate_policy is 'exp' or 'step'. +</DD> + +<DT>power</dt> +<DD>Default: 0.5. +Exponent for learning_rate_policy = 'inv' +</DD> + +<DT>iterations_per_step</dt> +<DD>Default: 100. +Number of iterations to run before decreasing the learning rate by +a factor of gamma. Valid for learning rate policy = 'step' +</DD> --- End diff -- Documentation for `lambda` missing here?
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