Erratum: SGDQN is Less Careful than Expected

Antoine Bordes, Léon Bottou, Patrick Gallinari, Jonathan Chang, S. Alex Smith.

Year: 2010, Volume: 11, Issue: 77, Pages: 2229−2240


The SGD-QN algorithm described in Bordes et al. (2009) contains a subtle flaw that prevents it from reaching its design goals. Yet the flawed SGD-QN algorithm has worked well enough to be a winner of the first Pascal Large Scale Learning Challenge (Sonnenburg et al., 2008). This document clarifies the situation, proposes a corrected algorithm, and evaluates its performance.