Thanks Ameet for the confirmation. I agree, your form is familiar and it's not the same as the current code. I'll open a pull request after I verify that tests pass.
-- Sean Owen | Director, Data Science | London On Sat, Jan 18, 2014 at 1:09 AM, Ameet Talwalkar <[email protected]> wrote: > Sean, Walrus, > > Great catch. I think this is a bug in the code (see below for a comparison > of the current vs the correct code). Also, here's another link describing > the derivation. > > -Ameet > > CURRENT > newWeights = weightsOld.sub(normGradient).div(2.0 * thisIterStepSize * > regParam + 1.0) > > CORRECT > newWeights = weightsOld.mul(1.0 - 2.0 * thisIterStepSize * > regParam).sub(normGradient)
