While trying to wrap my head around the Mahout code for SGD I noticed that
the update to the beta terms seems to be doing gradient ascent and not
descent. Could someone help me find the missing minus sign?
The line of code in question from AbstractOnlineLogisticRegression.java,
train() is:
double newValue = beta.getQuick(i, j) + gradientBase * learningRate
* perTermLearningRate(j) * instance.get(j);
It looks to me like the update to beta is ascending the gradient (hence the
addition sign instead of minus). Could you help me understand where my
thinking is going wrong?
Thanks,
Dave
