Re: Hinge Gradient

2017-12-17 Thread Debasish Das
If you can point me to previous benchmarks that are done, I would like to use smoothing and see if the LBFGS convergence improved while not impacting linear svc loss. Thanks. Deb On Dec 16, 2017 7:48 PM, "Debasish Das" wrote: Hi Weichen, Traditionally svm are solved

Re: Hinge Gradient

2017-12-16 Thread Debasish Das
Hi Weichen, Traditionally svm are solved using quadratic programming solvers and most likely that's why this idea is not so popular but since in mllib we are using smooth methods to optimize linear svm, the idea of smoothing svm loss become relevant. The paper also mentions kernel svm using the

Re: Hinge Gradient

2017-12-16 Thread Weichen Xu
Hi Deb, Which library or paper do you find to use this loss function in SVM ? But I prefer the implementation in LIBLINEAR which use coordinate descent optimizer. Thanks. On Sun, Dec 17, 2017 at 6:52 AM, Yanbo Liang wrote: > Hello Deb, > > To optimize non-smooth function

Re: Hinge Gradient

2017-12-16 Thread Yanbo Liang
Hello Deb, To optimize non-smooth function on LBFGS really should be considered carefully. Is there any literature that proves changing max to soft-max can behave well? I’m more than happy to see some benchmarks if you can have. + Yuhao, who did similar effort in this PR:

Hinge Gradient

2017-12-13 Thread Debasish Das
Hi, I looked into the LinearSVC flow and found the gradient for hinge as follows: Our loss function with {0, 1} labels is max(0, 1 - (2y - 1) (f_w(x))) Therefore the gradient is -(2y - 1)*x max is a non-smooth function. Did we try using ReLu/Softmax function and use that to smooth the hinge