Fix a bug in OWLQN: use raw gradient to calculate y vectors #90
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…hould be raw gradient (the gradient of the unregularized loss). See "Scalable Training of L1-Regularized Log-Linear Models" Section 3.2 rule 4.
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Good catch! Thanks a lot, much appreciated. Merged. |
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The gradient used to construct the y_k vectors, should be raw gradient (the gradient of the unregularized loss). See "Scalable Training of L1-Regularized Log-Linear Models" Section 3.2 rule 4.