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https://issues.apache.org/jira/browse/FLINK-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15091533#comment-15091533
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ASF GitHub Bot commented on FLINK-1994:
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Github user chiwanpark commented on the pull request:
https://github.com/apache/flink/pull/1397#issuecomment-170451422
I still would like to use enumeration because if we use string parameters,
the user cannot check that the input parameter is valid. But if you have some
problems to use enumeration, I'll modify your pull request before merging it.
Failing CI seems unrelated this PR. I'll check and test this.
> Add different gain calculation schemes to SGD
> ---------------------------------------------
>
> Key: FLINK-1994
> URL: https://issues.apache.org/jira/browse/FLINK-1994
> Project: Flink
> Issue Type: Improvement
> Components: Machine Learning Library
> Reporter: Till Rohrmann
> Assignee: Trevor Grant
> Priority: Minor
> Labels: ML, Starter
>
> The current SGD implementation uses as gain for the weight updates the
> formula {{stepsize/sqrt(iterationNumber)}}. It would be good to make the gain
> calculation configurable and to provide different strategies for that. For
> example:
> * stepsize/(1 + iterationNumber)
> * stepsize*(1 + regularization * stepsize * iterationNumber)^(-3/4)
> See also how to properly select the gains [1].
> Resources:
> [1] http://arxiv.org/pdf/1107.2490.pdf
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