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papers:bordes-bottou-gallinari-2009 [2010/09/23 16:22]
leonb
papers:bordes-bottou-gallinari-2009 [2017/11/29 10:27] (current)
leonb [Errata]
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 PASCAL Large Scale Learning Challenge. PASCAL Large Scale Learning Challenge.
  
-//Note//: +<html><font color=blue></html> 
-The appendix contains a derivation of upper and lower bounds  +//Errata//:  
-on the asymptotic convergence speed of stochastic gradient algorithm. +Please see section [[#Errata]] below
-This result is exact in the case of second order stochastic gradient+<html></font></html>
  
 <box 99% orange> <box 99% orange>
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 [[http://jmlr.csail.mit.edu/papers/v10/bordes09a.html|JMLR Link]] [[http://jmlr.csail.mit.edu/papers/v10/bordes09a.html|JMLR Link]]
 +[[http://jmlr.csail.mit.edu/papers/v11/bordes10a.html|JMLR Erratum]]
 +<html>&nbsp;&nbsp;</html>
 [[http://leon.bottou.org/publications/djvu/jmlr-2009.djvu|jmlr-2009.djvu]] [[http://leon.bottou.org/publications/djvu/jmlr-2009.djvu|jmlr-2009.djvu]]
 [[http://leon.bottou.org/publications/pdf/jmlr-2009.pdf|jmlr-2009.pdf]] [[http://leon.bottou.org/publications/pdf/jmlr-2009.pdf|jmlr-2009.pdf]]
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-==== Erratum ====+==== Appendix ==== 
 + 
 +The appendix contains a derivation of upper and lower bounds  
 +on the asymptotic convergence speed of stochastic gradient algorithm. 
 +The constants are exact in the case of second order stochastic gradient. 
 + 
 + 
 +==== Errata ==== 
 + 
 +The SGDQN algorithm as described in this paper contains a subtle flaw 
 +described in a subsequent [[:papers:bordes-2010|erratum]]. 
 + 
 +There is a missing 1/2 factor in the bounds of theorem 1. 
 + 
 +\[ 
 + \def\w{\mathbf{w}} 
 + {\frac{1}{2}} \frac{{\mathrm tr}(\mathbf{HBGB})}{2\lambda_{\max}-1}\,t^{-1} + {\mathrm o}(t^{-1}) 
 +  ~\leq~ \mathbb{E}_{\sigma}\big[\:{\cal P}_n(\w_t)-{\cal P}_n(\w^*_n)\:\big] ~\leq~  
 +  {\frac{1}{2}} \frac{{\mathrm tr}(\mathbf{HBGB})}{2\lambda_{\min}-1}\,t^{-1} + {\mathrm o}(t^{-1})  
 +\] 
 + 
 +The version of the paper found on this site contains the correct theorem and proof. 
  
-There is an erratum for this paper:  
-[[http://jmlr.csail.mit.edu/papers/v11/bordes10a.html|JMLR, 11:2229−2240, 2010]], 
-{{jmlr_erratum_draft.pdf|pdf}}. 
  
  
  
  
papers/bordes-bottou-gallinari-2009.1285273378.txt.gz · Last modified: 2010/09/23 16:22 by leonb

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