Class | Description |
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ComputationState | |
ComputationState.GLMSubsetGinfo | |
GLM |
Created by tomasnykodym on 8/27/14.
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GLM.GLMGradientInfo | |
GLM.GLMGradientSolver |
Gradient and line search computation for L_BFGS and also L_BFGS solver wrapper (for ADMM)
|
GLM.GramSolver |
Created by tomasnykodym on 3/30/15.
|
GLM.ProximalGradientInfo | |
GLM.ProximalGradientSolver |
Simple wrapper around ginfo computation, adding proximal penalty
|
GLMMetricBuilder |
Class for GLMValidation.
|
GLMModel |
Created by tomasnykodym on 8/27/14.
|
GLMModel.GLMOutput | |
GLMModel.GLMParameters | |
GLMModel.GLMWeights | |
GLMModel.GLMWeightsFun | |
GLMModel.RegularizationPath | |
GLMModel.Submodel | |
GLMMojoWriter | |
GLMScore |
Created by tomas on 3/15/16.
|
GLMTask |
All GLM related distributed tasks:
YMUTask - computes response means on actual datasets (if some rows are ignored - e.g ignoring rows with NA and/or doing cross-validation)
GLMGradientTask - computes gradient at given Beta, used by L-BFGS, for KKT condition check
GLMLineSearchTask - computes residual deviance(s) at given beta(s), used by line search (both L-BFGS and IRLSM)
GLMIterationTask - used by IRLSM to compute Gram matrix and response t(X) W X, t(X)Wz
|
GLMTask.ComputeSETsk | |
GLMTask.GLMCoordinateDescentTaskSeqIntercept | |
GLMTask.GLMCoordinateDescentTaskSeqNaive | |
GLMTask.GLMGenerateWeightsTask | |
GLMTask.GLMIterationTask |
One iteration of glm, computes weighted gram matrix and t(x)*y vector and t(y)*y scalar.
|
GLMTask.GLMIterationTaskMultinomial | |
GLMTask.GLMMultinomialUpdate | |
GLMTask.GLMMultinomialWLSTask | |
GLMTask.GLMWLSTask | |
GLMTask.LSTask |
Task to compute t(X) %*% W %*% X and t(X) %*% W %*% y
|
GLMTask.YMUTask |
Enum | Description |
---|---|
GLMModel.GLMParameters.Family | |
GLMModel.GLMParameters.Link | |
GLMModel.GLMParameters.Solver |