hex.glm
Class LSMSolver.ADMMSolver

java.lang.Object
  water.Iced
      hex.glm.LSMSolver
          hex.glm.LSMSolver.ADMMSolver

All Implemented Interfaces:

java.lang.Cloneable, Freezable

Enclosing class:

LSMSolver

public static final class LSMSolver.ADMMSolver
extends LSMSolver

Nested Class Summary

static class

LSMSolver.ADMMSolver.NonSPDMatrixException

Nested classes/interfaces inherited from class hex.glm.LSMSolver

LSMSolver.ADMMSolver, LSMSolver.GeneralizedGradientSolver, LSMSolver.LSMSolverException, LSMSolver.LSMSolverType

Field Summary

double	_orlx
double	_rho
static double	DEFAULT_ALPHA
static double	DEFAULT_LAMBDA

Fields inherited from class hex.glm.LSMSolver

_alpha, _converged, _lambda

Constructor Summary

LSMSolver.ADMMSolver(double lambda, double alpha)

Method Summary

java.lang.String	name()
boolean	normalize()
boolean	solve(Gram gram, double[] xy, double yy, double[] z)
com.google.gson.JsonObject	toJson()

Methods inherited from class hex.glm.LSMSolver

converged

Methods inherited from class water.Iced

clone, frozenType, init, newInstance, read, toDocField, write, writeJSON, writeJSONFields

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_LAMBDA

public static final double DEFAULT_LAMBDA

See Also:

Constant Field Values

DEFAULT_ALPHA

public static final double DEFAULT_ALPHA

See Also:

Constant Field Values

_orlx

public double _orlx

_rho

public double _rho

Constructor Detail

LSMSolver.ADMMSolver

public LSMSolver.ADMMSolver(double lambda,
                            double alpha)

Method Detail

normalize

public boolean normalize()

toJson

public com.google.gson.JsonObject toJson()

Specified by:

toJson in class LSMSolver

solve

public boolean solve(Gram gram,
                     double[] xy,
                     double yy,
                     double[] z)

Specified by:

solve in class LSMSolver

xy - - guassian: -X'y binomial: -(1/4)X'(XB + (y-p)/(p*1-p))

yy - - /2

z - - resulting vector of coefficients

Returns:

true if converged

name

public java.lang.String name()

Specified by:

name in class LSMSolver