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Effective Amazon Machine Learning by Alexis Perrier

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Training and evaluation in Amazon ML

In the context of Amazon ML, the model is linear regression and the algorithm the Stochastic Gradient Descent (SGD) algorithm. This algorithm has one main meta parameter called the learning rate and often noted , which dictates how much of a new sample is taken into account for each iterative update of the weights. A larger learning rate makes the algorithm converge faster but stabilizes further from the optimal weights, while a smaller learning induces a slower convergence but a more precise set of regression coefficients.

Given a training and a validation dataset, this is how Amazon ML tunes and select ...

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