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[MRG] Improve stability of SGDClassifier / SGDRegressor with gradient clipping #3883

Merged
merged 2 commits into from Nov 26, 2014
Merged

[MRG] Improve stability of SGDClassifier / SGDRegressor with gradient clipping #3883

merged 2 commits into from Nov 26, 2014

Commits on Nov 25, 2014

  1. FIX clip SGD gradient on linear models for stability 

    The l2 weight decay rescaling is also kept positive (or null)
in case of strong regularization.
    @ogrisel
    ogrisel committed Nov 25, 2014
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  2. TST update numerical overflow (non-regression) tests

    @ogrisel
    ogrisel committed Nov 25, 2014
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