hex.glm

Class ComputationState

java.lang.Object

hex.glm.ComputationState

public final class ComputationState
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ComputationState.GLMSubsetGinfo
static class	ComputationState.GramXY Cached state of COD (with covariate updates) solver.

Field Summary

Fields

Modifier and Type	Field and Description
boolean	_lsNeeded
java.lang.String[]	_randCoeffNames

Constructor Summary

Constructors

Constructor and Description
ComputationState(water.Job job, GLMModel.GLMParameters parms, DataInfo dinfo, GLM.BetaConstraint bc, int nclasses)
ComputationState(water.Job job, GLMModel.GLMParameters parms, DataInfo dinfo, GLM.BetaConstraint bc, int nclasses, double[][][] penaltyMat, int[][] gamColInd)

Method Summary

Modifier and Type	Method and Description
GLM.BetaConstraint	activeBC()
DataInfo	activeData()
DataInfo	activeDataMultinomial()
DataInfo	activeDataMultinomial(int c)
protected void	applyStrongRules(double lambdaNew, double lambdaOld) Apply strong rules to filter out expected inactive (with zero coefficient) predictors.
protected int	applyStrongRulesMultinomial_old(double lambdaNew, double lambdaOld) Apply strong rules to filter out expected inactive (with zero coefficient) predictors.
protected void	applyStrongRulesMultinomial(double lambdaNew, double lambdaOld) Apply strong rules to filter out expected inactive (with zero coefficient) predictors.
double[]	beta()
double[]	betaMultinomial()
double[]	betaMultinomial(int c, double[] beta)
protected boolean	checkKKTs()
protected boolean	checkKKTsMultinomial()
ComputationState.GramXY	computeGram(double[] beta, GLMModel.GLMParameters.Solver s)
protected ComputationState.GramXY	computeNewGram(DataInfo activeData, double[] beta, GLMModel.GLMParameters.Solver s)
boolean	converged()
double	deviance()
void	dropActiveData()
double[]	expandBeta(double[] beta)
double	get_correction_HL()
double[]	get_phi()
water.fvec.Frame	get_priorw_wpsi()
double[]	get_psi()
double	get_tau()
GLM.GLMGradientInfo	ginfo()
ComputationState.GLMSubsetGinfo	ginfoMultinomial(int c)
boolean	ginfoNull()
GLM.GLMGradientSolver	gslvr()
OptimizationUtils.GradientSolver	gslvrMultinomial(int c)
double	l1pen()
double	l2pen()
double	lambda()
double	likelihood()
double	objective()
double	objective(double[] beta, double likelihood)
int[]	removeCols(int[] cols)
void	set_beta_HGLM(double[] beta, int startIdx, int len, boolean interceptFirst) Copy GLM coefficients stored in beta to _beta of computationState
void	set_likelihoodInfo(double hlik, double pvh, double pbvh, double cAIC)
void	set_phi(double[] phi)
void	set_psi(double[] psi)
void	set_sumEtaSquareConvergence(double[] sumInfo)
void	set_tau(double tau)
void	set_ubeta_HGLM(double[] ubeta, int startIdx, int len)
void	setActiveClass(int activeClass)
void	setBC(GLM.BetaConstraint bc)
void	setBetaMultinomial(int c, double[] beta, double[] bc)
protected void	setHGLMComputationState(double[] beta, double[] ubeta, double[] psi, double[] phi, double hlcorrection, double tau, water.fvec.Frame wpsi, java.lang.String[] randCoeffNames)
void	setLambda(double lambda)
void	setLambdaMax(double lmax)
java.lang.String	toString()
double[]	ubeta()
protected double	updateState(double[] beta, double likelihood)
protected double	updateState(double[] beta, GLM.GLMGradientInfo ginfo)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

_randCoeffNames

public java.lang.String[] _randCoeffNames

_lsNeeded

public boolean _lsNeeded

Constructor Detail

ComputationState

public ComputationState(water.Job job,
                        GLMModel.GLMParameters parms,
                        DataInfo dinfo,
                        GLM.BetaConstraint bc,
                        int nclasses)

Parameters:

nclasses - - number of classes for multinomial, 1 for everybody else

ComputationState

public ComputationState(water.Job job,
                        GLMModel.GLMParameters parms,
                        DataInfo dinfo,
                        GLM.BetaConstraint bc,
                        int nclasses,
                        double[][][] penaltyMat,
                        int[][] gamColInd)

Method Detail

set_sumEtaSquareConvergence

public void set_sumEtaSquareConvergence(double[] sumInfo)

set_beta_HGLM

public void set_beta_HGLM(double[] beta,
                          int startIdx,
                          int len,
                          boolean interceptFirst)

Copy GLM coefficients stored in beta to _beta of computationState

Parameters:

beta: - store coefficients to be copied from

startIdx: - first index of beta to copy from

len: - length of coefficients to copy from beta

interceptFirst: - true if the first index of beta stored the intercept term

set_likelihoodInfo

public void set_likelihoodInfo(double hlik,
                               double pvh,
                               double pbvh,
                               double cAIC)

set_ubeta_HGLM

public void set_ubeta_HGLM(double[] ubeta,
                           int startIdx,
                           int len)

get_psi

public double[] get_psi()

get_correction_HL

public double get_correction_HL()

get_phi

public double[] get_phi()

get_priorw_wpsi

public water.fvec.Frame get_priorw_wpsi()

get_tau

public double get_tau()

set_tau

public void set_tau(double tau)

set_psi

public void set_psi(double[] psi)

set_phi

public void set_phi(double[] phi)

gslvr

public GLM.GLMGradientSolver gslvr()

lambda

public double lambda()

setLambdaMax

public void setLambdaMax(double lmax)

setLambda

public void setLambda(double lambda)

beta

public double[] beta()

ubeta

public double[] ubeta()

ginfo

public GLM.GLMGradientInfo ginfo()

activeBC

public GLM.BetaConstraint activeBC()

likelihood

public double likelihood()

ginfoNull

public boolean ginfoNull()

activeData

public DataInfo activeData()

activeDataMultinomial

public DataInfo activeDataMultinomial()

dropActiveData

public void dropActiveData()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

l1pen

public double l1pen()

l2pen

public double l2pen()

applyStrongRules

protected void applyStrongRules(double lambdaNew,
                                double lambdaOld)

Apply strong rules to filter out expected inactive (with zero coefficient) predictors.

activeDataMultinomial

public DataInfo activeDataMultinomial(int c)

betaMultinomial

public double[] betaMultinomial()

betaMultinomial

public double[] betaMultinomial(int c,
                                double[] beta)

ginfoMultinomial

public ComputationState.GLMSubsetGinfo ginfoMultinomial(int c)

setBC

public void setBC(GLM.BetaConstraint bc)

setActiveClass

public void setActiveClass(int activeClass)

deviance

public double deviance()

gslvrMultinomial

public OptimizationUtils.GradientSolver gslvrMultinomial(int c)

setBetaMultinomial

public void setBetaMultinomial(int c,
                               double[] beta,
                               double[] bc)

applyStrongRulesMultinomial_old

protected int applyStrongRulesMultinomial_old(double lambdaNew,
                                              double lambdaOld)

Apply strong rules to filter out expected inactive (with zero coefficient) predictors.

Returns:

indices of expected active predictors.

applyStrongRulesMultinomial

protected void applyStrongRulesMultinomial(double lambdaNew,
                                           double lambdaOld)

Apply strong rules to filter out expected inactive (with zero coefficient) predictors.

checkKKTsMultinomial

protected boolean checkKKTsMultinomial()

checkKKTs

protected boolean checkKKTs()

removeCols

public int[] removeCols(int[] cols)

objective

public double objective()

objective

public double objective(double[] beta,
                        double likelihood)

updateState

protected double updateState(double[] beta,
                             double likelihood)

converged

public boolean converged()

updateState

protected double updateState(double[] beta,
                             GLM.GLMGradientInfo ginfo)

setHGLMComputationState

protected void setHGLMComputationState(double[] beta,
                                       double[] ubeta,
                                       double[] psi,
                                       double[] phi,
                                       double hlcorrection,
                                       double tau,
                                       water.fvec.Frame wpsi,
                                       java.lang.String[] randCoeffNames)

expandBeta

public double[] expandBeta(double[] beta)

computeNewGram

protected ComputationState.GramXY computeNewGram(DataInfo activeData,
                                                 double[] beta,
                                                 GLMModel.GLMParameters.Solver s)

computeGram

public ComputationState.GramXY computeGram(double[] beta,
                                           GLMModel.GLMParameters.Solver s)