Add incremental training and related unit tests#445
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ashelkovnykov
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Looks good - let's begin testing (once unit/integ tests are fixed)
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| private val OPTIMIZER_CONFIG = OptimizerConfig(OPTIMIZER_TYPE, MAX_ITER, TOLERANCE) | ||
| private val MOCK_NORMALIZATION = mock(classOf[NormalizationContext]) | ||
| private val MOCK_NORMALIZATION = mock(classOf[NormalizationContext], withSettings().serializable()) |
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Integ test throws an error that MOCK_NORMALIZATION is not serializable. Original class NormalizatoinContext extends Serializable. Need to set MOCK_NORMALIZATION to be serializable as well.
junshi15
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cmjiang
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cmjiang
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cmjiang
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Great job! Thank you for adding incremental training to Photon ML. This is a big step forward!
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Changes are:
(1) Add
PriorDistributionto implement incremental learning prior distribution loss function(2) Enable photon-ml to read variance vectors
(3) Add 2 new parameters: i. Boolean
incrementalLearningas the switch for incremental learning. ii.incrementalWeightto specify the importance of prior distribution.Current implementation only covers diagonal prior variance. For Full Hessian implementation, see #450