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Dual Space Gradient Descent for Online Learning

NeurIPS 2016 · Optimization › Optimizers · approach: Randomized gradient estimation · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase merging size k from 1 to 150 (ablation)DualSGD-Hinge · cod-rnamistake rateHurt
increase merging size k from 1 to 150 (ablation)DualSGD-Hinge · cod-rnarunning timeHelped
increase random feature dimension D from 100 to 800 at B = 50 (ablation)DualSGD-Hinge · cod-rnamistake rate: 25%Helped
increase random feature dimension D from 100 to 800 at B = 50 (ablation)DualSGD-Hinge · cod-rnawall-clock time: 76%Hurt
increase budget size B from 50 to 400 at D = 100 (ablation)DualSGD-Hinge · cod-rnamistake rate: 1.5%Helped
increase budget size B from 50 to 400 at D = 100 (ablation)DualSGD-Hinge · cod-rnawall-clock time: 54%Hurt
replace Hinge loss with Logistic loss (ablation)DualSGD · cod-rnamistake rate: 4.92 -> 4.83No clear effect
replace Hinge loss with Logistic loss (ablation)DualSGD · ijcnn1mistake rate: 8.35 -> 8.82No clear effect
replace epsilon-insensitive loss with l1 loss (ablation)DualSGD · yearRMSE: 0.13 -> 0.12Helped
replace budget merging (BSGD-M) with k-merging plus random-feature provision vectorBSGD-M · cod-rnamistake rate: 5.33 -> 4.92Helped
replace budget merging (BSGD-M) with k-merging plus random-feature provision vectorBSGD-M · cod-rnaexecution time (s): 184.58 -> 28.29Helped
add provision vector in random-feature space to FOGD-style random featuresFOGD · cod-rnamistake rate: 7.15 -> 4.92Helped

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