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From dbtsai <...@git.apache.org>
Subject [GitHub] incubator-spark pull request: Initialized the regVal for first ite...
Date Sat, 22 Feb 2014 11:10:56 GMT
GitHub user dbtsai opened a pull request:

    https://github.com/apache/incubator-spark/pull/633

    Initialized the regVal for first iteration in SGD optimizer

    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/incubator-spark dbtsai-smallRegValFix

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

    https://github.com/apache/incubator-spark/pull/633.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 #633
    
----
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.

----


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