[jira] [Created] (HIVEMALL-222) Introduce Gradient Clipping to avoid exploding gradient to General Classifier/Regressor

[Makoto Yui (JIRA)]

Makoto Yui created HIVEMALL-222:
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             Summary: Introduce Gradient Clipping to avoid exploding gradient 
to General Classifier/Regressor
                 Key: HIVEMALL-222
                 URL: https://issues.apache.org/jira/browse/HIVEMALL-222
             Project: Hivemall
          Issue Type: Improvement
    Affects Versions: 0.5.0
            Reporter: Makoto Yui
            Assignee: Makoto Yui
             Fix For: 0.5.2


Gradient Clipping is useful for avoiding exploding gradients
[https://github.com/scikit-learn/scikit-learn/blob/0fc7ce6bb8bb6b5b98c66ad2c0a009753def945a/sklearn/linear_model/sgd_fast.pyx#L701]

So, implement it for General Classifier/Regressor



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