public static final class GLM.GLMGradientSolver extends L_BFGS.GradientSolver
Constructor and Description |
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GLM.GLMGradientSolver(GLMModel.GLMParameters glmp,
DataInfo dinfo,
double lambda,
double ymu,
double wsum) |
GLM.GLMGradientSolver(GLMModel.GLMParameters glmp,
DataInfo dinfo,
double lambda,
double ymu,
double wsum,
water.fvec.Vec rowFilter) |
Modifier and Type | Method and Description |
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GLM.GLMGradientInfo |
getGradient(double[] beta)
Evaluate gradient at solution beta.
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double[] |
getObjVals(double[] beta,
double[] direction,
int nSteps,
double stepDec)
Evaluate objective values at k line search points beta_k.
|
GLM.GLMGradientSolver |
setBetaStart(double[] beta) |
doLineSearch
public GLM.GLMGradientSolver(GLMModel.GLMParameters glmp, DataInfo dinfo, double lambda, double ymu, double wsum)
public GLM.GLMGradientSolver(GLMModel.GLMParameters glmp, DataInfo dinfo, double lambda, double ymu, double wsum, water.fvec.Vec rowFilter)
public GLM.GLMGradientSolver setBetaStart(double[] beta)
public GLM.GLMGradientInfo getGradient(double[] beta)
L_BFGS.GradientSolver
getGradient
in class L_BFGS.GradientSolver
public double[] getObjVals(double[] beta, double[] direction, int nSteps, double stepDec)
L_BFGS.GradientSolver
getObjVals
in class L_BFGS.GradientSolver
beta
- - initial vector of coefficientsdirection
- - search direction