mahout-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: How large should windowSize should be when setting parameters for AdaptiveLogisticRegression?
Date Fri, 14 Dec 2012 19:15:48 GMT
The point is that the AdaptiveLogisticRegression computes average
performance over some number of training examples and then uses that
average performance to adapt the algorithm hyper-parameters to get the best
average results on held-out data.  You want a short window so that the
average responds quickly, but you want a long window so that the average is
less noisy.

On Fri, Dec 14, 2012 at 11:03 AM, Yang Zhou <bingo.yang@gmail.com> wrote:

> The parameter of setInterval(int) is interval. And windowSize is the
> parameter of setAveragingWindow(int). Sorry about the mistake.
>
> On Sat, Dec 15, 2012 at 2:52 AM, Yang Zhou <bingo.yang@gmail.com> wrote:
>
> > I read the source code and know that windowSize for setInterval(int
> > windowSize) is the number of training examples to use in optimization.
> But
> > I can still not understand what's the exact meaning of  windowSize for
> > setAveragingWindow(int windowSize) . Would you mind telling more about
> > that? Thanks!
> >
> >
> > On Sat, Dec 15, 2012 at 2:44 AM, Ted Dunning <ted.dunning@gmail.com
> >wrote:
> >
> >> I would recommend testing with OnlineLogisticRegression first.
> >>
> >> The AdaptiveLogisticRegression has a tendency to freeze on sub-optimal
> >> parameter values sooner than it should.
> >>
> >> In any case, the averaging window for ALR should be set fairly long and
> >> should be at least 10% of your data set.  If your dataset is small, I
> >> would
> >> recommend using OLR instead.
> >>
> >>
> >> On Fri, Dec 14, 2012 at 10:41 AM, Yang Zhou <bingo.yang@gmail.com>
> wrote:
> >>
> >> > Hi,
> >> >
> >> > I try to train a AdaptiveLogisticRegression, but have no idea how
> large
> >> > windowSize should be when calling setInterval(int windowSize) and
> >> > setAveragingWindow(int windowSize) of AdaptiveLogisticRegression. Any
> >> > suggestion? Thanks!
> >> >
> >>
> >
> >
>

Mime
  • Unnamed multipart/alternative (inline, None, 0 bytes)
View raw message