#1




HW5 Q9: SGD and Epochs?
I think I may be missing something concerning SGD. The description of the problems for Logistic Regression states that: An epoch is a full pass through the data points.
Does that mean that each of the given answers corresponds to 100x the number iterations (e.g. answer [a] is 350, so we make 3,500 iterations before converging?) The way I am currently implementing SGD is as follows (pseudocode): Code:
for each trial { generate N points, with corresponding target function and Y set weight vector to 0 while true { pick random point xn, and corresponding yn calculate e = yn*xn/(1 + exp(yn*wt*xn) w(t+1) = w(t)  learning_rate*e break if w(t+1)  w(t) < tolerance } use weight vector to calculate Eout = E[ln(1 + exp(Y*w*X)], for M new points, and find the mean Eout } Thanks 
#2




Re: HW5 Q9: SGD and Epochs?
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#3




Re: HW5 Q9: SGD and Epochs?
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Edit: I just saw the discussion here: http://book.caltech.edu/bookforum/showthread.php?t=458. Thanks Prof. Yaser 
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