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Robust stop criteria for fitting Platt transform #277

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merged 1 commit into from
Jan 31, 2024

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jiong-zhang
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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
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@jiong-zhang jiong-zhang deleted the robust_stop_criteria_platt branch May 28, 2024 19:07
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2 participants