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QUESTION
I'm trying to implement Adagrad in Python. For learning purposes, I am using matrix factorisation as an example. I'd be using Autograd for computing the gradients.
My main question is if the implementation is fine.
Problem descriptionGiven a matrix A (M x N) having some missing entries, decompose into W and H having sizes (M x k) and (k X N) respectively. Goal would to learn W and H using Adagrad. I'd be following this guide for the Autograd implementation.
NB: I very well know that ALS based implementation are well-suited. I'm using Adagrad only for learning purposes
Customary imports ...ANSWER
Answered 2017-Jun-15 at 15:48At a cursory glance, your code closely matches that at https://github.com/benbo/adagrad/blob/master/adagrad.py
QUESTION
decay_rate = 0.99 # decay factor for RMSProp leaky sum of grad^2
...ANSWER
Answered 2017-Jul-05 at 22:35RMsprop keeps the exponentialy decaying average of squared gradients. Wording (however unfortunate) of "leaky" refers to the fact how much of the previous estimate "leaks" to the current one, since
QUESTION
By default all regularised linear regression techniques of scikit-learn pull the model coefficients w
towards 0 with increased alpha
. Is it possible to instead pull the coefficients towards some predefined values? In my application I do have such values that have been obtained from a previous analysis of a similar but much larger dataset. In other words, can I transfer the knowledge from one model to another?
The documentation of LassoCV
says:
The optimization objective for Lasso is:
...
ANSWER
Answered 2017-Jan-24 at 20:35In short - yes, you need to do it by hand by recompiling everything. Scikit-learn is not a library for customizable ML models. It is about providing simple, typical models with easy to use interface. If you want customization you should look for things like tensorflow, keras etc. or at least - autograd. In fact with autograd this is extremely simple, since you can write your code with numpy and use autograd to compute gradients.
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