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https://issues.apache.org/jira/browse/FLINK-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15013643#comment-15013643
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Trevor Grant commented on FLINK-1994:
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I'm looking at org/apache/flink/ml/regression/
MultipleLinearRegressionITSuite
I think I just need to add the .setOptimizationMethod(i) and loop over the
range 0 to 5.
Is that a legitimate approach?
Trevor Grant
Data Scientist
https://github.com/rawkintrevo
http://stackexchange.com/users/3002022/rawkintrevo
http://trevorgrant.org
*"Fortunate is he, who is able to know the causes of things." -Virgil*
On Thu, Nov 19, 2015 at 2:33 AM, Till Rohrmann (JIRA) <[email protected]>
> Add different gain 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
> Assignee: Trevor Grant
> Priority: Minor
> Labels: ML, Starter
>
> 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
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