Le 20 mars 2012 22:06, David Warde-Farley <[email protected]> a écrit :
> On Tue, Mar 20, 2012 at 09:05:01PM +0100, David Marek wrote:
>
>> I found loss functions in sgd_fast.pyx. Shouldn't they be used?
>
> SGD is a minimization strategy, independent of any particular loss function.
> The hinge loss and log loss are implemented but other losses are possible,
> e.g. multiclass cross-entropy is very popular in the neural networks
> literature (moreso than one-vs-all or one-vs-one hinge loss), squared error
> or absolute error for regression tasks, etc.

Hi David,

We would indeed need a multiclass cross-entropy loss function for a
MLP impl but it would also be useful for linear models to naturally
train mutliclass linear models without one vs all.

About optimizers for ANNs, do you know if Polyak-Ruppert averaging is
useful in practice for SGD optimizers on non-linear models such as the
feed forward MLP or autoencoders?

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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