I am confused about fit()
and partial_fit()
method of SGDClassifier
. Documentation says for both, "Fit linear model with Stochastic Gradient Descent.".
What I know about stochastic gradient descent is, it takes one (or a fraction of whole) training example to update parameters of model in one iteration. And gradient descent uses whole data set in each iteration. I want to train a model using logistic regression. I want to implement normal Gradient Descent and Stochastic gradient descent and compare time required for them. How to do that with SGDClassifier
? Does fit()
method works as normal gradient descent?
I think the partial_fit
method is useful for updating a model that has already been trained, whereas the fit
method will re-train the model from scratch.
As for manually selecting how much of the data is included in each weight update, I can't seem to find an argument for this in the SGDClassifier documentation.