Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Robust stop criteria for fitting Platt transform #277

Merged
merged 1 commit into from
Jan 31, 2024

Conversation

jiong-zhang
Copy link
Contributor

Issue #, if available: N/A

Description of changes:

  • Add new stopping criteria for Platt transform. The original stopping criteria, i.e. $|grad| < \epsilon$, might have numerical stability issue and lead to line search failure when the curvature is large ($|\mathcal{H}|\rightarrow \inf, dA \rightarrow 0, dB \rightarrow 0$).
  • Allow user specified max steps and $\epsilon$ in fit_platt_transform

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

@jiong-zhang jiong-zhang merged commit 93c6c84 into amzn:mainline Jan 31, 2024
25 checks passed
@jiong-zhang jiong-zhang deleted the robust_stop_criteria_platt branch May 28, 2024 19:07
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants