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-   -   LRA -> PLA Effect of Alpha (http://book.caltech.edu/bookforum/showthread.php?t=353)

tcristo 04-16-2012 11:58 AM
LRA -> PLA Effect of Alpha
 
I noticed that when running the Linear Regression on a training data set followed by running the PLA using the same data and LRA weights, that the Learning Rate (Alpha) of the PLA seems to significantly effect the rate of convergence. I am assuming that the optimal size of alpha is directly related to the size of the convergence errors from the Linear Regression.

Is there a way to model this mathematically such that the Alpha parameter can automatically be calculated for each training set?

htlin 04-16-2012 02:50 PM
Re: LRA -> PLA Effect of Alpha
 
Quote:
Originally Posted by tcristo (Post 1332)
I noticed that when running the Linear Regression on a training data set followed by running the PLA using the same data and LRA weights, that the Learning Rate (Alpha) of the PLA seems to significantly effect the rate of convergence. I am assuming that the optimal size of alpha is directly related to the size of the convergence errors from the Linear Regression.

Is there a way to model this mathematically such that the Alpha parameter can automatically be calculated for each training set?
For PLA, I cannot recall any. For some more general models like Neural Networks, there are efforts (in terms of optimization) for adaptively changing the \alpha value. BTW, I think the homework problem asks you to take no \alpha (or a naive choice of 1) Hope this helps.

tcristo 04-16-2012 03:32 PM
Re: LRA -> PLA Effect of Alpha
 
Quote:
Originally Posted by htlin (Post 1339)
For PLA, I cannot recall any. For some more general models like Neural Networks, there are efforts (in terms of optimization) for adaptively changing the \alpha value. BTW, I think the homework problem asks you to take no \alpha (or a naive choice of 1) Hope this helps.
I originally had my \alpha set at one. I was surprised that running the LRA first to preset the weights and then running the PLA didn't significantly decrease the number of iterations required. I am getting a 50% reduction or thereabouts and expected an order of magnitude reduction. When you view it graphically, the LRA does what seems like 98+% of the work most of the time.

The size of alpha doesn't always seem to matter but there are specific cases of where the appropriately assigned \alpha is able to drop the number of iterations down by an additional 50%-75%.

I am going to chew on this for a little while and see if I can figure out the relationship.

jsarrett 04-16-2012 08:45 PM
Re: LRA -> PLA Effect of Alpha
 
No one ever said the PLA was a *good* algorithm.:p It's only guaranteed to converge eventually. I'm sure later in the lecture we'll get to better optimization algorithms.

gah44 02-12-2013 03:27 AM
Re: LRA -> PLA Effect of Alpha
 
Quote:
Originally Posted by tcristo (Post 1346)
I originally had my \alpha set at one. I was surprised that running the LRA first to preset the weights and then running the PLA didn't significantly decrease the number of iterations required. I am getting a 50% reduction or thereabouts and expected an order of magnitude reduction. When you view it graphically, the LRA does what seems like 98+% of the work most of the time.

(snip)
I wondered about this in the class discussion, but I only noticed this one now.

As the problem is done with \alpha=1 then, as you note, the effect is small. What it seems is that if the LRA solution correctly classifies the points, then no cycles of PLA are used, otherwise just about as many as before. The 50% is the cases where no cycles of PLA are used.


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