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I want to be able to check if the stochastic gradient descent is converging. I cannot plot the objective function, since it is itself very much. So how can I know if it is converging?

I know what the parameter values should be. But I find that the algorithm terminates quickly without giving the correct values. I have set very strict convergence criteria. The difference between the old and new parameter values less than 10^-7. Also I have initially set the parameter values to be 1. They were supposed to be around 10, 3 ,4. I have three parameters. But all of them start decreasing and eventually terminate at around 0.987,0.934,0.967.

What could be the reason. Instead of increasing the parameter values are decreasing?

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Make sure you are implementing the gradient correctly. Also make sure the sign of the gradient is correct. Depending on you are maximizing or minimizing, the sign changes. What learning rate are you using, maybe you have to increase it? – emrea Aug 8 '12 at 19:13

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