Thanks much, Robert. I see it now. I think I've got the basics of the implementation down now.
On Wed, Nov 28, 2012 at 1:53 PM, Lancaster, Robert (Orbitz) < robert.lancas...@orbitz.com> wrote: > graidentBase is coming from: > double gradientBase = gradient.get(i); > > Prior to that: > Vector gradient = this.gradient.apply(groupKey, actual, instance, this); > > "this.gradient" is an instance of DefaultGradient (in the same project). > The last two lines of the apply function are: > r.assign(v, Functions.MINUS); > return r; > > This appears to be where the gradient values are negated. > > > > > -----Original Message----- > From: David Kincaid [mailto:kincaid.d...@gmail.com] > Sent: Wednesday, November 28, 2012 1:41 PM > To: user@mahout.apache.org > Subject: Re: Mahout SGD - is it really descent? > > I thought it might be too, but doesn't look like it to me. Of course, I > really have a hard time following vector and matrix math done in Java. Does > v.minus(r) mean v - r or r - v? > > On Wed, Nov 28, 2012 at 1:28 PM, David Arthur <mum...@gmail.com> wrote: > > > My completely unfounded guess would be the sign is built into > > gradientBase > > > > On Nov 28, 2012, at 2:19 PM, David Kincaid wrote: > > > > > 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 > > > > >
