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From "Till Rohrmann (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (FLINK-1994) Add different gain calculation schemes to SGD
Date Fri, 31 Jul 2015 12:30:05 GMT

    [ https://issues.apache.org/jira/browse/FLINK-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14649172#comment-14649172
] 

Till Rohrmann commented on FLINK-1994:
--------------------------------------

Great to hear [~rawkintrevo]. I assigned the issue to you.

> 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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