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From dbtsai <...@git.apache.org>
Subject [GitHub] spark pull request: Initialized the regVal for first iteration in ...
Date Thu, 27 Feb 2014 23:43:34 GMT
GitHub user dbtsai opened a pull request:

    https://github.com/apache/spark/pull/40

    Initialized the regVal for first iteration in SGD optimizer 

    Ported from https://github.com/apache/incubator-spark/pull/633
    
    In runMiniBatchSGD, the regVal (for 1st iter) should be initialized
    as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
    
    It maybe not be important here for SGD since the updater doesn't take the loss
    as parameter to find the new weights. But it will give us the correct history of loss.
    However, for LBFGS optimizer we implemented, the correct loss with regVal is crucial to
    find the new weights.


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

    $ git pull https://github.com/AlpineNow/spark dbtsai-smallRegValFix

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

    https://github.com/apache/spark/pull/40.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 #40
    
----
commit 9d2670330ebcde4240d97f0f51d7cfbc71509780
Author: DB Tsai <dbtsai@dbtsai.com>
Date:   2014-02-22T10:59:00Z

    In runMiniBatchSGD, the regVal (for 1st iter) should be initialized
    as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
    
    It maybe not be important here for SGD since the updater doesn't take the loss
    as parameter to find the new weights. But it will give us the correct history of loss.
    However, for LBFGS optimizer we implemented, the correct loss with regVal is crucial to
    find the new weights.

commit 1c15cfebf8a130744ddea915dd457a8e4291bdfe
Author: DB Tsai <dbtsai@dbtsai.com>
Date:   2014-02-25T22:02:12Z

    Added unittest for the change in runMiniBatchSGD

commit 594a288acd91dd9b426d9327f2b8f4db828321d3
Author: DB Tsai <dbtsai@dbtsai.com>
Date:   2014-02-27T09:37:39Z

    Removed unnecessary parentheses, and fixed a typo.

----


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