hex.glm

Class LSMSolver.ProxSolver

java.lang.Object

water.Iced

hex.glm.LSMSolver

hex.glm.LSMSolver.ProxSolver

All Implemented Interfaces:

java.lang.Cloneable, Freezable

Enclosing class:

LSMSolver

public static final class LSMSolver.ProxSolver
extends LSMSolver

Nested Class Summary

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

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

Field Summary

Fields inherited from class hex.glm.LSMSolver

_converged, _id, _jobKey

Constructor Summary

Constructors

Constructor and Description
LSMSolver.ProxSolver(double lambda, double alpha)

Method Summary

Methods

Modifier and Type	Method and Description
java.lang.String	name()
boolean	solve(Gram gram, double[] xy, double yy, double[] beta)

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

Constructor Detail

LSMSolver.ProxSolver

public LSMSolver.ProxSolver(double lambda,
                    double alpha)

Method Detail

solve

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

Specified by:

solve in class LSMSolver

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

yy - - < y,y > /2

beta - - resulting vector of coefficients

Returns:

true if converged

name

public java.lang.String name()

Specified by:

name in class LSMSolver