Comments (6)
看了一下这个数据,比较特殊,类别105,特征维度5w多,而样本数只有几千,平均到每个类别只有几十个样本。而我的算法采用的是FTRL优化,前提假定样本数相对类别和特征维度是足够多的。
所以对这个数据需要多轮迭代,我算法本身是支持的。或者等价地,直接把训练样本复制多份再训练。同时还要调参,参数很重要。我简单实验了一下,把-w_alpha改成100:
16轮迭代,或者直接把数据复制16倍,测试集acc能到90%以上
32轮,测试集acc能到92%以上
如果轮次更多,或者好好调调参数,应该还能更高。
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噢噢,了解了谢谢~~
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如何设置迭代次数
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见-im参数说明
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您好,最近在学习FTRL算法,FTL的**是每次找到让之前所有损失函数之和最小的参数。我理解这也是为什么它可以做online learning。
既然它每次训练都使损失函数最小,为什么复制样本会得出更优的模型呢?我理解只要训练样本集一次就应该得出在该样本集下的最优模型。
谢谢!
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@supersush ,仔细看一下FTRL迭代公式,最小化的不是之前所有损失函数之和,而是之前所有损失函数的“一阶近似”之和以及附加强凸函数与正则项
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