Re: Problem with ML pipeline

2015-06-08 Thread Mikio Braun
; > > > > In the Flink frame work I would map this to a LabeledVector (y, >> > > > > > DenseVector(x)). (I don't want to use the id as a feature) >> > > > > > >> > > > > > When I apply finally the predict() method I get a LabeledVector >> > > > > > (y_predicted, DenseVector(x)). >> > > > > > >> > > > > > Now my problem is that I would like to plot the predicted target >> > > value >> > > > > > according to its time. >> > > > > > >> > > > > > What I have to do now is: >> > > > > > >> > > > > > a = predictedDataSet.map ( LabeledVector => Tuple2(x,y_p)) >> > > > > > b = originalDataSet.map("id, x1, x2, ..., xn, y" => Tuple2(x,id)) >> > > > > > >> > > > > > a.join(b).where("x").equalTo("x") { (a,b) => (id, y_p) >> > > > > > >> > > > > > This is really a cumbersome process for such an simple thing. Is >> > > there >> > > > > any >> > > > > > approach which makes this more simple. If not, can we extend the >> ML >> > > > API. >> > > > > to >> > > > > > allow ids? >> > > > > > >> > > > > > Best regards, >> > > > > > Felix >> > > > > > >> > > > > >> > > > >> > > >> > >> -- Mikio Braun - http://blog.mikiobraun.de, http://twitter.com/mikiobraun

Re: MultipleLinearRegression - Strange results

2015-06-04 Thread Mikio Braun
le learning engines at the same time with different learning rates is >> pretty plausible. >> >> Also, using something like adagrad will knock down high learning rates very >> quickly if you get a nearly divergent step. This can make initially high >> learning rates quite plausible. >> -- Mikio Braun - http://blog.mikiobraun.de, http://twitter.com/mikiobraun

Re: MultipleLinearRegression - Strange results

2015-06-04 Thread Mikio Braun
d adadelta. All are pretty >> easy to implement. >> >> Here is some visualization of various methods that provides some insights: >> http://imgur.com/a/Hqolp >> >> Vowpal wabbit has some tricks that allow very large initial learning rates >> to be used w

AW: MultipleLinearRegression - Strange results

2015-06-03 Thread Mikio Braun
We should probably look into this nevertheless. Requiring full grid search for a simple algorithm like mlr sounds like overkill. Do you have written down the math of your implementation somewhere? -M - Ursprüngliche Nachricht - Von: "Till Rohrmann" Gesendet: ‎02.‎06.‎2015 11:31 An: "de

[jira] [Created] (FLINK-2117) Add a set of data generators

2015-05-29 Thread Mikio Braun (JIRA)
Mikio Braun created FLINK-2117: -- Summary: Add a set of data generators Key: FLINK-2117 URL: https://issues.apache.org/jira/browse/FLINK-2117 Project: Flink Issue Type: Improvement

[jira] [Created] (FLINK-2116) Make pipeline extension require less coding

2015-05-29 Thread Mikio Braun (JIRA)
Mikio Braun created FLINK-2116: -- Summary: Make pipeline extension require less coding Key: FLINK-2116 URL: https://issues.apache.org/jira/browse/FLINK-2116 Project: Flink Issue Type

Re: Some feedback on the Gradient Descent Code

2015-05-28 Thread Mikio Braun
ising as L1 is not differentiable everywhere and you'd have to use different regularizations... . So it probably makes sense to separate the loss from the cost function (which is then only defined by the model and the loss function), and have the regularization extra. -M -- Mikio Br

Re: Some feedback on the Gradient Descent Code

2015-05-28 Thread Mikio Braun
te: Double, regularizationConstant: Double): WeightVector > > def regularizationValue(weigthVector: WeightVector): Double > } > > Both ansätze are semantically equivalent. I have no strong preference for > either of them. What do you think is the better approach? > > > On Thu

Re: Some feedback on the Gradient Descent Code

2015-05-28 Thread Mikio Braun
D to train on practically anything which has a data-dependent gradient. What do you think? -M On Thu, May 28, 2015 at 4:03 PM, Mikio Braun wrote: > Oh wait.. continue to type. accidentally sent out the message to early. > > On Thu, May 28, 2015 at 4:03 PM, Mikio Braun > wrote: >>

Re: Some feedback on the Gradient Descent Code

2015-05-28 Thread Mikio Braun
Oh wait.. continue to type. accidentally sent out the message to early. On Thu, May 28, 2015 at 4:03 PM, Mikio Braun wrote: > Hi Till and Theodore, > > I think the code is cleaned up a lot now, introducing the > mapWithBcVariable helped a lot. > > I also get that the goal

Re: Some feedback on the Gradient Descent Code

2015-05-28 Thread Mikio Braun
sulate the prediction function as part of the >>> loss function and also add the regularization function to it. This would >>> simplify the code of SGD. A possible interface for a loss function could >>> look like >>> >>> trait LossFunction { >>>