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From "ASF GitHub Bot (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (FLINK-1992) Add convergence criterion to SGD optimizer
Date Mon, 18 May 2015 16:34:59 GMT

    [ https://issues.apache.org/jira/browse/FLINK-1992?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14548246#comment-14548246
] 

ASF GitHub Bot commented on FLINK-1992:
---------------------------------------

GitHub user thvasilo opened a pull request:

    https://github.com/apache/flink/pull/692

    [WIP] [FLINK-1992] [ml]  Add convergence criterion to SGD optimizer

    This a WIP PR in order to add convergence critertion to SGD. This will also allow us to
replace the custom SGD used in Multiple Linear Regression (FLINK-1993)

You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/thvasilo/flink sgd-convegrence

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/flink/pull/692.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #692
    
----
commit e0eb199009cdf602bf4c96fc6c37f70560594d81
Author: Theodore Vasiloudis <tvas@sics.se>
Date:   2015-05-13T15:29:31Z

    Some refactoring for better generalization

commit c224cf9ecb35147175f3de4b188c03168f03fa1f
Author: Theodore Vasiloudis <tvas@sics.se>
Date:   2015-05-15T20:11:48Z

    Optimization refactoring
    
    Removed runParameters, to avoid having to maintain two parameter maps.
    Added apply methods.
    Some renaming to avoid confusion between parameters and actual types.

commit 25ae46bf7e0789d9f13479ef984c15d75526223a
Author: Theodore Vasiloudis <tvas@sics.se>
Date:   2015-05-18T15:27:16Z

    Removed redundant arguments from LossFunction.lossAndGradient

commit 1b81d8f16c1778c8950e72d8de0026eed6e085fd
Author: Theodore Vasiloudis <tvas@sics.se>
Date:   2015-05-18T16:30:54Z

    Frist draft version of convergence

----


> Add convergence criterion to SGD optimizer
> ------------------------------------------
>
>                 Key: FLINK-1992
>                 URL: https://issues.apache.org/jira/browse/FLINK-1992
>             Project: Flink
>          Issue Type: Improvement
>          Components: Machine Learning Library
>            Reporter: Till Rohrmann
>            Assignee: Theodore Vasiloudis
>              Labels: ML
>
> Currently, Flink's SGD optimizer runs for a fixed number of iterations. It would be good
to support a dynamic convergence criterion, too.



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