dagma
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Selection of T
Hi there, thank you for this efficient algorithm!
I applied my real-world dataset to both linear and nonlinear models. The size of the dataset is about 0.4 m rows and 23 columns. I have the following questions about the selection of T regarding linear and nonlinear models.
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For linear models, I tried to set a T larger than the default. Then I got an early stop. Can I consider this one the final result? Because I found that this matrix is slightly different from the one from the algorithm with a smaller T.
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For the nonlinear model, I found that the values in the matrix are quite small for T=4, the scale was about 1e-5. When I increased T, they were getting smaller, of which the scale could be 1e-19 as T=15. Does that mean a nonlinear model is not proper for this dataset, indicating the values tend to converge to 0? Note that I managed to adapt the nonlinear algorithm on GPU for a shorter running time. So, I slightly modified the codes to make it. This modification does not change the main processes of the algorithm.
Kind Regards, Weikang