Learning Rate

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    Categories: Data Science

    A scalar that’s applied to the gradient in Gradient Descent Algorithms to determine the next point in relation to the previous point. The learning rate is a Hyperparameter that if picked too low, will result in learning taking too long; and if picked too high the model may never be converged. As such, selecting the optimal learning rate is important.

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    Justin Chan
    Dr Chan founded DataDrivenInvestor.com (DDI) and is the CEO for JCube Capital Partners. Specialized in strategy development, alternative data analytics and behavioral finance, Dr Chan also has extensive experience in investment management and financial services industries. Prior to forming JCube and DDI, Dr Chan served in the capacity of strategy development in multiple hedge funds, fintech companies, and also served as a senior quantitative strategist at GMO. A published author at professional journals in finance, Dr. Chan holds a Ph.D. degree in finance from UCLA.