hex

Class DLSM.ADMMSolver

java.lang.Object

water.Iced

hex.DLSM.LSMSolver

hex.DLSM.ADMMSolver

All Implemented Interfaces:

java.lang.Cloneable, Freezable

Enclosing class:

DLSM

public static final class DLSM.ADMMSolver
extends DLSM.LSMSolver

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	DLSM.ADMMSolver.NonSPDMatrixException

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

DLSM.LSMSolver.LSMSolverException

Field Summary

Fields

Modifier and Type	Field and Description
boolean	_autoHandleNonSPDMatrix
double	_orlx
double	_rho
static double	DEFAULT_ALPHA
static double	DEFAULT_LAMBDA

Fields inherited from class hex.DLSM.LSMSolver

_alpha, _converged, _jobKey, _lambda

Constructor Summary

Constructors

Constructor and Description
DLSM.ADMMSolver(double lambda, double alpha)

Method Summary

Methods

Modifier and Type	Method and Description
java.lang.String	name()
boolean	normalize()
boolean	solve(hex.DGLM.Gram gram, double[] z)
com.google.gson.JsonObject	toJson()

Methods inherited from class hex.DLSM.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

_autoHandleNonSPDMatrix

public boolean _autoHandleNonSPDMatrix

Constructor Detail

DLSM.ADMMSolver

public DLSM.ADMMSolver(double lambda,
               double alpha)

Method Detail

normalize

public boolean normalize()

toJson

public com.google.gson.JsonObject toJson()

Specified by:

toJson in class DLSM.LSMSolver

solve

public boolean solve(hex.DGLM.Gram gram,
            double[] z)

Specified by:

solve in class DLSM.LSMSolver

Parameters:

gram - Matrix - weighted gram matrix (X'*X) computed over the data

z - - resulting vector of coefficients

Returns:

true if converged

name

public java.lang.String name()

Specified by:

name in class DLSM.LSMSolver