I am attempting to alter the implementation of the Stochastic Gradient Descent (SGD) algorithm in Vowpal Wabbit for logistic regression purposes. I aim to access the computed gradient at each step and perform extra operations before applying the SGD update. Is it possible to achieve this with Vowpal Wabbit?
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You can't access the gradient of SGD. This would require changes within the reduction I'd say. – jackgerrits Jun 26 '23 at 18:01