Developer Guide for Intel® Data Analytics Acceleration Library 2019 Update 1
The stochastic gradient descent algorithm is a special case of an iterative solver. For parameters, input, and output of iterative solvers, see Iterative Solver > Computation.
In addition to parameters of the iterative solver, the stochastic gradient descent algorithm has the following parameters. Some of them are required only for specific values of the computation method parameter method:
Parameter |
method |
Default Value |
Description |
|
---|---|---|---|---|
algorithmFPType |
defaultDense, miniBatch, or momentum |
float |
The floating-point type that the algorithm uses for intermediate computations. Can be float or double. |
|
method |
Not applicable |
defaultDense |
Available computation methods:
|
|
batchIndices |
defaultDense, miniBatch, or momentum |
NULL |
The numeric table with 32-bit integer indices of terms in the objective function. The method parameter determines the size of the numeric table:
If no indices are provided, the implementation generates random indices. This parameter can be an object of any class derived from NumericTable except PackedTriangularMatrix, PackedSymmetricMatrix, and CSRNumericTable. |
|
batchSize |
miniBatch or momentum |
128 |
Number of batch indices to compute the stochastic gradient. If batchSize equals the number of terms in the objective function, no random sampling is performed, and all terms are used to calculate the gradient. The algorithm ignores this parameter if the batchIndices parameter is provided. For the defaultDense value of method, one term is used to compute the gradient on each iteration. |
|
conservativeSequence |
miniBatch |
Numeric table of size 1 x 1 that contains the default conservative coefficient equal to 1. |
The numeric table of size 1 x nIterations or 1 x 1. The contents of the table depend on its size:
This parameter can be an object of any class derived from NumericTable except PackedTriangularMatrix, PackedSymmetricMatrix, and CSRNumericTable. |
|
innerNIterations |
miniBatch |
5 |
The number of inner iterations for the miniBatch method. |
|
defaultDense, miniBatch, or momentum |
Numeric table of size 1 x 1 that contains the default step length equal to 1. |
The numeric table of size 1 x nIterations or 1 x 1. The contents of the table depend on its size:
This parameter can be an object of any class derived from NumericTable except PackedTriangularMatrix, PackedSymmetricMatrix, and CSRNumericTable. |
||
momentum |
momentum |
0.9 |
The momentum value. |
|
engine |
defaultDense, miniBatch, or momentum |
SharePtr< engines:: mt19937:: Batch>() |
Pointer to the random number generator engine that is used internally for generation of 32-bit integer indices of terms in the objective function. |
C++:
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