jeudi 2 août 2018

Randomnes in fitclinear from Matlab

I am running a logistic regression using the matlab function fitclinear with the following parameters:

rng('default')
[Mdl,FitInfo] = fitclinear(X',y',   'Lambda','auto',...
                            'Learner','logistic',...
                            'ObservationsIn','columns',...
                            'Regularization','ridge',...
                            'Solver','sgd',...
                            'Verbose',1,...
                            'BatchSize',100,...
                            'LearnRate',0.1,...
                            'OptimizeLearnRate',true,...
                            'PassLimit',100,...
                            'ClassNames',[-1,1]);

And due to the fact that i m working with recent and long historycal data, I came to realize that training this logistic regression with the exact same X and y and after setting the random generator to default to reproduce results, could results in 2 different results, i.e. 2 different set of Betas and different bias.

Could anyone tell me what could be the reason behing? Where could the randomness come from?




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