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

Nested Classes

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

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

LSMSolver.ADMMSolver, LSMSolver.LSMSolverException, LSMSolver.LSMSolverType, LSMSolver.ProxSolver

Field Summary

Fields

Modifier and Type	Field and Description
double	_addedL2
double	_gradientEps
double	_orlx
double	_proximalPenalty
double	_rho
double[]	_wgiven
static double	DEFAULT_ALPHA
double	grad_err

Fields inherited from class hex.glm.LSMSolver

_converged, _id, _jobKey

Constructor Summary

Constructors

Constructor and Description
LSMSolver.ADMMSolver(double lambda, double alpha, double gradEps)
LSMSolver.ADMMSolver(double lambda, double alpha, double gradEps, double addedL2)

Method Summary

Methods

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

Methods inherited from class hex.glm.LSMSolver

converged, grad, lsm_objectiveVal, objectiveVal, shrinkage, subgrad

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_ALPHA

public static final double DEFAULT_ALPHA

See Also:

Constant Field Values

_orlx

public double _orlx

_rho

public double _rho

_wgiven

public double[] _wgiven

_proximalPenalty

public double _proximalPenalty

_gradientEps

public final double _gradientEps

_addedL2

public double _addedL2

grad_err

public double grad_err

Constructor Detail

LSMSolver.ADMMSolver

public LSMSolver.ADMMSolver(double lambda,
                    double alpha,
                    double gradEps)

LSMSolver.ADMMSolver

public LSMSolver.ADMMSolver(double lambda,
                    double alpha,
                    double gradEps,
                    double addedL2)

Method Detail

normalize

public boolean normalize()

toJson

public com.google.gson.JsonObject toJson()

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 - - < y,y > /2

z - - resulting vector of coefficients

Returns:

true if converged

solve

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

name

public java.lang.String name()

Specified by:

name in class LSMSolver