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From mktal <...@git.apache.org>
Subject [GitHub] incubator-madlib pull request: SVM: Add cross validation support a...
Date Wed, 25 Nov 2015 08:36:50 GMT
Github user mktal commented on a diff in the pull request:

    https://github.com/apache/incubator-madlib/pull/4#discussion_r45840119
  
    --- Diff: src/ports/postgres/modules/svm/svm.py_in ---
    @@ -440,55 +595,68 @@ def _process_epsilon(is_svc, args):
     def _extract_params(schema_madlib, params, module='SVM'):
         # NOTICE: the type of values in params_default should be consistent with
         # the types specified in params_types
    -    params_default = {'init_stepsize': 0.01,
    -                      'decay_factor': 0.9,
    -                      'max_iter': 100,
    -                      'tolerance': 1e-10,
    -                      'lambda': 1.0,
    -                      'norm': 'L2',
    -                      'n_folds': 0,
    -                      'epsilon': 0.01,
    -                      'eps_table': ''}
    -
    -    params_types = {'init_stepsize': float,
    -                    'decay_factor': float,
    -                    'max_iter': int,
    -                    'tolerance': float,
    -                    'lambda': list,
    -                    'norm': str,
    -                    'n_folds': int,
    -                    'epsilon': float,
    -                    'eps_table': str}
    +    params_default = {
    --- End diff --
    
    Early stopping in optimization serves the similar purposes as regularizations do. Specifying
those optimization parameters as lists allows users to CV over them so that they are chosen
to provide the `best` generalization ability while avoiding over- or under-fitting. Another
practical concern is to make it easier for users to choose a proper init_stepsize which varies
from case to case depending on both the model and the data. 


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