Algo Details Sgd

Training Algorithm Details

The Stochastic Gradient Descent (SGD) is one of the popular stochastic optimization procedures that can be integrated into several machine learning tasks to achieve state-of-the-art performance. This trainer implements the Hogwild Stochastic Gradient Descent for binary classification that supports multi-threading without any locking. If the associated optimization problem is sparse, Hogwild Stochastic Gradient Descent achieves a nearly optimal rate of convergence. For more details about Hogwild Stochastic Gradient Descent can be found here.

Check the See Also section for links to examples of the usage.