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Fix rolling avg #537

Merged
merged 6 commits into from
Nov 14, 2018
Merged

Fix rolling avg #537

merged 6 commits into from
Nov 14, 2018

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msperber
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The rolling average is used to skip updates for noisy gradients but has caused occasional problems, maybe because of numerical stability issues. This PR implements a workaround.

@philip30
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It is currently not trivial to judge what's going on by looking at the warn() message. Can you elaborate more?

@msperber
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I'm honestly not quite sure ;-) I doubled-checked the math and can't find a mistake there, so numerical problems is the only explanation I have right now. It did happen several times, and this fix helped to prevent the crash and led to reasonably converged models.

@msperber
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I've removed the warning which was mainly for debugging this and instead added a comment explaining what's going on. I'll merge now.

@msperber msperber merged commit c2028c7 into master Nov 14, 2018
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2 participants