[scikit-learn] GSoC proposal - linear model

[Jacob Schreiber]

Hi Konstantinos

I likely won't be a mentor for the linear models project, but I looked over
your proposal and have a few suggestions. In general it was a good write up!

1. You should include some equations in the write up, basically the softmax
loss (which I think is a more common term than multinomial logistic loss)
and the AdaGrad update.
2. You may want to indicate which files in the codebase you'll be
modifying, or if you'll be adding a new file. That will show us you're
familiar with our existing code.
3. You should give more time for the cython implementation of these
methods. It's not that easy to do, especially if you don't have background
experience. You can easily lose a day or two from a dumb memory error that
has nothing to do with if you understand the equations.
4. You might want to also implement ADAM if time permits. It's another
optimizer that is popular. I'm not sure how popular it is in linear models
but I've seen it used effectively, and once you get AdaGrad it should be
easier to implement a second optimizer.

Good luck!
Jacob

On Mon, Mar 27, 2017 at 10:43 AM, Konstantinos Katrioplas <
konst.katrioplas at gmail.com> wrote:

> Dear all,
>
> here is a draft of my proposal
> <https://gist.github.com/kkatrio/9710b0a37f042a2df784cda7082d5523>on
> improving online learning for linear models with softmax and AdaGrad.
> I look forward to your feedback,
> Konstantinos
>
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