The best step size depends on the condition number of the problem. You can try some conditioning heuristics first, e.g., normalizing the columns, and then try a common step size like 0.01. We should implement line search for linear regression in the future, as in LogisticRegressionWithLBFGS. Line search can determine the step size automatically for you. -Xiangrui
On Tue, Feb 10, 2015 at 8:56 AM, Rishi Yadav <ri...@infoobjects.com> wrote: > Are there any thumbrules how to set stepsize with gradient descent. I am > using it for Linear Regression but I am sure it applies in general to > gradient descent. > > I am at present deriving a number which fits closest to training data set > response variable values. I am sure there is a better way to do it. > > Thanks and Regards, > Rishi > @meditativesoul --------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@spark.apache.org For additional commands, e-mail: user-h...@spark.apache.org
