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Thanks for the answer. So how do I figure out the step size? Is there a rule of thumb which I can use?

Pradeep Selvam
– Pradeep Selvam

2020-02-09 04:48:57 +00:00
Commented Feb 9, 2020 at 4:48
There is a whole lot of literature on this and many techniques you can use, here are a few: onmyphd.com/?p=gradient.descent

Yacine Mahdid
– Yacine Mahdid

2020-02-09 13:36:16 +00:00
Commented Feb 9, 2020 at 13:36
A very simple one is to take the step size as an hyperparameters to tune and use a good range of them to train model. Then you validate which model learned the best using cross validation.

Yacine Mahdid
– Yacine Mahdid

2020-02-09 13:38:18 +00:00
Commented Feb 9, 2020 at 13:38

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