Return-Path: X-Original-To: apmail-flink-issues-archive@minotaur.apache.org Delivered-To: apmail-flink-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 272C618890 for ; Fri, 8 May 2015 10:18:11 +0000 (UTC) Received: (qmail 85776 invoked by uid 500); 8 May 2015 10:18:11 -0000 Delivered-To: apmail-flink-issues-archive@flink.apache.org Received: (qmail 85736 invoked by uid 500); 8 May 2015 10:18:11 -0000 Mailing-List: contact issues-help@flink.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: dev@flink.apache.org Delivered-To: mailing list issues@flink.apache.org Received: (qmail 85724 invoked by uid 99); 8 May 2015 10:18:11 -0000 Received: from Unknown (HELO spamd1-us-west.apache.org) (209.188.14.142) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 08 May 2015 10:18:11 +0000 Received: from localhost (localhost [127.0.0.1]) by spamd1-us-west.apache.org (ASF Mail Server at spamd1-us-west.apache.org) with ESMTP id A41F7C279D for ; Fri, 8 May 2015 10:18:10 +0000 (UTC) X-Virus-Scanned: Debian amavisd-new at spamd1-us-west.apache.org X-Spam-Flag: NO X-Spam-Score: -4.029 X-Spam-Level: X-Spam-Status: No, score=-4.029 tagged_above=-999 required=6.31 tests=[KAM_LAZY_DOMAIN_SECURITY=1, RCVD_IN_DNSWL_HI=-5, RCVD_IN_MSPIKE_H3=-0.01, RCVD_IN_MSPIKE_WL=-0.01, T_RP_MATCHES_RCVD=-0.01, URIBL_BLOCKED=0.001] autolearn=disabled Received: from mx1-us-west.apache.org ([10.40.0.8]) by localhost (spamd1-us-west.apache.org [10.40.0.7]) (amavisd-new, port 10024) with ESMTP id E6eMl9s_waKs for ; Fri, 8 May 2015 10:18:03 +0000 (UTC) Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by mx1-us-west.apache.org (ASF Mail Server at mx1-us-west.apache.org) with SMTP id 4C2362123F for ; Fri, 8 May 2015 10:18:03 +0000 (UTC) Received: (qmail 85279 invoked by uid 99); 8 May 2015 10:18:03 -0000 Received: from arcas.apache.org (HELO arcas.apache.org) (140.211.11.28) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 08 May 2015 10:18:03 +0000 Date: Fri, 8 May 2015 10:18:02 +0000 (UTC) From: "Till Rohrmann (JIRA)" To: issues@flink.incubator.apache.org Message-ID: In-Reply-To: References: Subject: [jira] [Created] (FLINK-1994) Add stepsize calculation schemes to SGD MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 Till Rohrmann created FLINK-1994: ------------------------------------ Summary: Add stepsize 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 Priority: Minor 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 -- This message was sent by Atlassian JIRA (v6.3.4#6332)