PARALLELIZED BLOCK COORDINATE DESCENT FOR MACHINE LEARNED MODELS
摘要:
Iterations of a machine learned model training process are performed until a convergence occurs. A fixed effects machine learned model is trained using a first machine learning algorithm. Residuals of the training of the fixed effects machine learned model are determined by comparing results of the trained fixed effects machine learned model to a first set of target results. A first random effects machine learned model is trained using a second machine learning algorithm and the residuals of the training of the fixed effects machine learned model. Residuals of the training of the first random effect machine learned model are determined by comparing results of the trained first random effects machine learned model to a second set of target result, in each subsequent iteration the training of the fixed effects machine learned model uses residuals of the training of a last machine learned model trained in a previous iteration.
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