hex.glm

Class GLM.GramSolver

java.lang.Object

hex.glm.GLM.GramSolver

All Implemented Interfaces:

ADMM.ProximalSolver

Enclosing class:

GLM

public static final class GLM.GramSolver
extends java.lang.Object
implements ADMM.ProximalSolver

Created by tomasnykodym on 3/30/15.

Constructor Summary

Constructors

Constructor and Description
GLM.GramSolver(Gram gram, double[] xy, boolean intercept, double l2pen, double l1pen, double[] beta_given, double[] proxPen, double[] lb, double[] ub)
GLM.GramSolver(Gram gram, double[] xy, double lmax, double betaEps, boolean intercept)

Method Summary

Methods

Modifier and Type	Method and Description
OptimizationUtils.GradientInfo	gradient(double[] beta)
boolean	hasGradient()
int	iter()
double[]	rho()
void	solve(double[] result)
boolean	solve(double[] beta_given, double[] result)

Methods inherited from class java.lang.Object

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

Constructor Detail

GLM.GramSolver

public GLM.GramSolver(Gram gram,
              double[] xy,
              double lmax,
              double betaEps,
              boolean intercept)

GLM.GramSolver

public GLM.GramSolver(Gram gram,
              double[] xy,
              boolean intercept,
              double l2pen,
              double l1pen,
              double[] beta_given,
              double[] proxPen,
              double[] lb,
              double[] ub)

Method Detail

solve

public void solve(double[] result)

rho

public double[] rho()

Specified by:

rho in interface ADMM.ProximalSolver

solve

public boolean solve(double[] beta_given,
            double[] result)

Specified by:

solve in interface ADMM.ProximalSolver

hasGradient

public boolean hasGradient()

Specified by:

hasGradient in interface ADMM.ProximalSolver

gradient

public OptimizationUtils.GradientInfo gradient(double[] beta)

Specified by:

gradient in interface ADMM.ProximalSolver

iter

public int iter()

Specified by:

iter in interface ADMM.ProximalSolver