Class SquaredL2Updater

Object
org.apache.spark.mllib.optimization.Updater
org.apache.spark.mllib.optimization.SquaredL2Updater
All Implemented Interfaces:
Serializable, scala.Serializable

public class SquaredL2Updater extends Updater
Updater for L2 regularized problems. R(w) = 1/2 ||w||^2 Uses a step-size decreasing with the square root of the number of iterations.
See Also:
  • Constructor Details

    • SquaredL2Updater

      public SquaredL2Updater()
  • Method Details

    • compute

      public scala.Tuple2<Vector,Object> compute(Vector weightsOld, Vector gradient, double stepSize, int iter, double regParam)
      Description copied from class: Updater
      Compute an updated value for weights given the gradient, stepSize, iteration number and regularization parameter. Also returns the regularization value regParam * R(w) computed using the *updated* weights.

      Specified by:
      compute in class Updater
      Parameters:
      weightsOld - - Column matrix of size dx1 where d is the number of features.
      gradient - - Column matrix of size dx1 where d is the number of features.
      stepSize - - step size across iterations
      iter - - Iteration number
      regParam - - Regularization parameter

      Returns:
      A tuple of 2 elements. The first element is a column matrix containing updated weights, and the second element is the regularization value computed using updated weights.