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Erratum: SGDQN is Less Careful than Expected

Antoine Bordes, Léon Bottou, Patrick Gallinari, Jonathan Chang, S. Alex Smith; 11(77):2229−2240, 2010.

Abstract

The SGD-QN algorithm described in Bordes et al. (2009) contains a subtle flaw that prevents it from reaching its design goals. Yet the flawed SGD-QN algorithm has worked well enough to be a winner of the first Pascal Large Scale Learning Challenge (Sonnenburg et al., 2008). This document clarifies the situation, proposes a corrected algorithm, and evaluates its performance.

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