Dear All, I am trying to use the SGD in Mahout to do an experiment for CTR prediction. I am wondering how I could set a loss function for the algorithm or what default loss function the SGD is using? I haven't had a chance to read the paper and code in detail but just go through it quickly. It looks the SGD in Mahout just try to maximize the log likehood of the model.
What should I do if I wanted to add a penalty for a very possible click would be thought as non-click? Thanks. Best wishes, Stanley Xu
