Re: [Lush-users] cg-descent convergence

[juenglin <jue...@cs...>]

 <sent off too early>

 You could try to force earlier restarts per the restart_fac parameter.
 There is a tiny bit of explanation on the parameters in the file 
 cg_user.h.

 

 On Wed, 12 Dec 2012 18:23:45 -0800, juenglin wrote:
> It sounds like you already figured out how to get some debug
>  information out (set PrintLevel in the cg parameters).
>
>  You could try restarting
>
>
>  On Thu, 13 Dec 2012 00:25:32 +0000, Michael Maul wrote:
>> I am having problems getting cg-descent to converge. I am re
>> implementing code done in octave which converges  with fminuc.
>>
>> Iv read through the CG-Descent users guide but am unsure where to
>> start tuning. During some testing it cg-descent makes very very
>> small increases of theta at each call of the gradient function.  
>>
>> Ive tried altering the initial thetas to various values but it 
>> doesnt
>> help. Is there perhaps a setting in cg-params that might help?
>>
>> Below is my cost and gradient functions if that helps shed any light
>> on my problem:
>>
>> (defun sigmoid (theta)
>>   (/ 1 (+ 1 (exp (- theta))))
>> )
>>
>> (defun cost (X y theta)
>>    (let* ((m (idx-shape X 0))
>>   (h (sigmoid (* X theta)))
>>   (j (* (/ 1 m) (- (- (mat-.* (mat-transpose (log h)) y)) 
>>    (mat-.* (mat-transpose (log (- 1 h)))
>>    (- 1 y))))))
>>      (j 0 0) 
>>     )
>>   )
>>
>> (defun gradient (X y theta)
>>   (let* ((m (idx-shape X 0))
>>   (h (sigmoid (* X theta))))
>>     ($*0 (* (/ 1 m) (mat-.* (mat-transpose (- h y)) X)) 0))
>>  )
>>
>>  (cg-descent theta (lambda (t) (cost X y t)) 
>>      (lambda (gx t) (array-copy (gradient X y t) gx)) 1e-6) 
>
>
> 
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