Erratum: SGDQN is Less Careful than Expected

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. [abs] [ pdf ][ bib ] © JMLR 2010. (edit, beta)