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https://issues.apache.org/jira/browse/FLINK-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15023699#comment-15023699
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ASF GitHub Bot commented on FLINK-1994:
---------------------------------------
GitHub user rawkintrevo opened a pull request:
https://github.com/apache/flink/pull/1397
[FLINK-1994] [ml] Add different gain calculation schemes to SGD
Continuation of pull request 1384.
Fixed long line issue, rebased on top of current master, and changed title
per instructions.
https://github.com/apache/flink/pull/1384
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/rawkintrevo/flink flink-1994
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/flink/pull/1397.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #1397
----
commit bbf452e7cac7fcafcc494c79062d5139fe49117c
Author: rawkintrevo <[email protected]>
Date: 2015-10-05T16:27:58Z
FLINK-1994: Added 3 new effective learning rates
commit 08c39f68cd30ce039131f2a1928fb7ae8125e1a2
Author: trevor <[email protected]>
Date: 2015-10-31T00:28:53Z
Merge remote-tracking branch 'upstream/master'
I'm not sure what's happening...
commit acb37eb9e13a45bd622cf98708616d96acab4fc9
Author: Trevor Grant <[email protected]>
Date: 2015-11-19T01:31:52Z
Added SGD gain calculation schemes
commit 09312af1f4e5069a7389f4fb19ebcfa5cbc07d3d
Author: Trevor Grant <[email protected]>
Date: 2015-11-19T02:02:55Z
fixed optimal SGD calculation scheme
commit 223150eead99149a06b0b8e32a6ea947c5c4aad3
Author: rawkintrevo <[email protected]>
Date: 2015-10-05T16:27:58Z
FLINK-1994: Added 3 new effective learning rates
commit 61b7597c699cbd2fda878ca65657af3acf641537
Author: Trevor Grant <[email protected]>
Date: 2015-11-19T01:31:52Z
Added SGD gain calculation schemes
commit 0cb36ecf272d2c8da8f7341c52604d1226487b1a
Author: Trevor Grant <[email protected]>
Date: 2015-11-19T02:02:55Z
fixed optimal SGD calculation scheme
commit 955c00c8a5e999a882a0b0da7be4c72b29638a36
Author: Trevor Grant <[email protected]>
Date: 2015-11-24T03:09:06Z
[FLINK-1994] [ml] Add different gain calculation schemes to SGD
commit 2a2f77efaffcf5bd2340ef181abd35b84fc7b760
Author: Trevor Grant <[email protected]>
Date: 2015-11-24T03:18:40Z
[FLINK-1994] [ml] Add different gain calculation schemes to SGD
----
> 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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