hex.glm
Class LSMSolver.GeneralizedGradientSolver

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

All Implemented Interfaces:

java.lang.Cloneable, Freezable

Enclosing class:

LSMSolver

public static final class LSMSolver.GeneralizedGradientSolver
extends LSMSolver

Generalized gradient solver for solving LSM problem with combination of L1 and L2 penalty.

Nested Class Summary

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

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

Field Summary

double	_betaEps
double	_kappa
static double	EPS
static int	MAX_ITER

Fields inherited from class hex.glm.LSMSolver

_alpha, _converged, _lambda

Constructor Summary

LSMSolver.GeneralizedGradientSolver(double lambda, double alpha)

LSMSolver.GeneralizedGradientSolver(double lambda, double alpha, double betaEps)

Method Summary

java.lang.String	name()
boolean	solve(Gram gram, double[] xy, double yy, double[] newBeta)
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

_kappa

public final double _kappa

_betaEps

public final double _betaEps

MAX_ITER

public static final int MAX_ITER

See Also:

Constant Field Values

EPS

public static final double EPS

See Also:

Constant Field Values

Constructor Detail

LSMSolver.GeneralizedGradientSolver

public LSMSolver.GeneralizedGradientSolver(double lambda,
                                           double alpha)

LSMSolver.GeneralizedGradientSolver

public LSMSolver.GeneralizedGradientSolver(double lambda,
                                           double alpha,
                                           double betaEps)

Method Detail

solve

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

Specified by:

solve in class LSMSolver

Parameters:

xx: - gram matrix. gaussian: X'X, binomial:(1/4)X'X

xy: - -X'y (LSM) l or -(1/4)X'(XB + (y-p)/(p*1-p))(IRLSM

yy: - 0.5*y'*y gaussian, 0.25*z'*z IRLSM

beta: - previous vector of coefficients, will be modified/destroyed

newBeta: - resulting vector of coefficients

Returns:

true if converged

toJson

public com.google.gson.JsonObject toJson()

Specified by:

toJson in class LSMSolver

name

public java.lang.String name()

Specified by:

name in class LSMSolver