Projects that are tagged with mirror descent.


Logo SMIDAS 1.1

by ambujtewari - August 15, 2010, 18:51:51 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 17461 views, 3398 downloads, 0 subscriptions

About: A stochastic variant of the mirror descent algorithm employing Langford and Zhang's truncated gradient idea to minimize L1 regularized loss minimization problems for classification and regression.

Changes:

Fixed major bug in implementation. The components of the iterate where the current example vector is zero were not being updated correctly. Thanks to Jonathan Chang for pointing out the error to us.