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Merge pull request #21 from ablaom/dev
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For a 0.1.7 release
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ablaom authored Mar 29, 2021
2 parents 5294981 + e234bef commit a50a729
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2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,7 +1,7 @@
name = "EarlyStopping"
uuid = "792122b4-ca99-40de-a6bc-6742525f08b6"
authors = ["Anthony D. Blaom <[email protected]>"]
version = "0.1.6"
version = "0.1.7"

[deps]
Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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14 changes: 7 additions & 7 deletions src/criteria.jl
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Expand Up @@ -63,7 +63,7 @@ Any Julia built-in `Real` type can be used for `t`. Subtypes of
`Period` may also be used, as in `TimeLimit(t=Minute(30))`.
Internally, `t` is rounded to nearest millisecond.
``
"""
struct TimeLimit <: StoppingCriterion
t::Millisecond
Expand Down Expand Up @@ -107,9 +107,9 @@ losses, for example, out-of-sample estimates of the loss associated
with some iterative machine learning algorithm. Then the
*generalization loss* at time `t`, is given by
`` GL_t = 100 (E_t - E_opt) \\over |E_opt|``
`` GL_t = 100 (E_t - E_{opt}) \\over |E_{opt}|``
where `E_opt` is the minimum value of the sequence.
where ``E_{opt}`` is the minimum value of the sequence.
Reference: $PRECHELT_REF.
Expand Down Expand Up @@ -179,14 +179,14 @@ the number of model iterations since the last out-of-sample loss
``E_{j-1}`` was computed, or `k`, whichever is the smaller. Then
the *training progress* at time ``j`` is defined by
`` P_j = 1000 |(M - m) \\over m| ``
`` P_j = 1000 |M - m|/|m| ``
where `M` is the mean of the training losses ``F_1, F_2, \\ldots ,
F_K`` and `m` the minimum value of those losses.
where ``M`` is the mean of the training losses ``F_1, F_2, \\ldots ,
F_K`` and ``m`` the minimum value of those losses.
The *progress-modified generalization loss* at time ``t`` is given by
`` PQ_t = GL_t \\over P_t``
`` PQ_t = GL_t / P_t``
where ``GL_t`` is the generalization loss at time ``t``; see
[`GL`](@ref).
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