Feature Scaling in SGD

SGD is the perfect algorithm for use in online learning. Except it has one major drawback – is sensitive to feature scaling.

In some of my trials with the SGD learner in scikit-learn, I have seen terrible performance if I don’t do feature scaling.

Which begs the question – How does VW do feature scaling ? After all VW does online learning.

Tip:

It seems VW uses a kind of SGD that is scale variant:

References:

Code:

 

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s