Optimisation

Gradient

mlstatpy.optim.SGDOptimizer (self, coef, learning_rate_init = 0.1, lr_schedule = “invscaling”, momentum = 0.9, power_t = 0.5, early_th = None, min_threshold = None, max_threshold = None, l1 = 0.0, l2 = 0.0)

Stochastic gradient descent optimizer with momentum.