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[C++] have GradientDescentParameters track a num_steps_averaged field #391

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suntzu86 opened this issue Aug 20, 2014 · 0 comments · Fixed by #425
Closed

[C++] have GradientDescentParameters track a num_steps_averaged field #391

suntzu86 opened this issue Aug 20, 2014 · 0 comments · Fixed by #425

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@suntzu86
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BLOCKING: #390

Before we can implement polyak-ruppert averaging for C++'s gradient descent function, we need the parameter struct to hold this value.

Currently, the moe.optimal_learning.python.cpp_wrappers.optimization.GradientDescentParameters wrapper takes in a num_steps_averaged field but does not pass it on to C++. The field is stored locally in Python so the data is not lost.

We need to:

  1. add num_steps_averaged to the C++ GradientDescentParameters struct
  2. update docs to describe averaging
  3. remove the local copy stored in the Python wrapper object
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