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https://issues.apache.org/jira/browse/SYSTEMML-2018?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16254926#comment-16254926
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Janardhan commented on SYSTEMML-2018:
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cc [~dusenberrymw]
> Fixing Weight Decay Regularization in ADAM
> ------------------------------------------
>
> Key: SYSTEMML-2018
> URL: https://issues.apache.org/jira/browse/SYSTEMML-2018
> Project: SystemML
> Issue Type: Improvement
> Components: Algorithms
> Reporter: Janardhan
>
> The common implementations of adaptive gradient algorithms, such
> as Adam, limit the potential benefit of weight decay regularization, because
> the
> weights do not decay multiplicatively (as would be expected for standard
> weight
> decay) but by an additive constant factor.
> This following paper found a way to fix regularization in Adam Optimization
> with one addition step(+ wx) to the gradient step :
> https://arxiv.org/pdf/1711.05101.pdf
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