org.apache.spark.mllib.optimization

Class HingeGradient

Object

org.apache.spark.mllib.optimization.Gradient

org.apache.spark.mllib.optimization.HingeGradient

All Implemented Interfaces:

java.io.Serializable

public class HingeGradient
extends Gradient

Compute gradient and loss for a Hinge loss function, as used in SVM binary classification. See also the documentation for the precise formulation.

See Also:

Serialized Form

Note:

This assumes that the labels are {0,1}

Constructor Summary

Constructors

Constructor and Description
HingeGradient()

Method Summary

Modifier and Type	Method and Description
scala.Tuple2<Vector,Object>	compute(Vector data, double label, Vector weights) Compute the gradient and loss given the features of a single data point.
double	compute(Vector data, double label, Vector weights, Vector cumGradient) Compute the gradient and loss given the features of a single data point, add the gradient to a provided vector to avoid creating new objects, and return loss.

Methods inherited from class Object

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

Constructor Detail

HingeGradient

public HingeGradient()

Method Detail

compute

public scala.Tuple2<Vector,Object> compute(Vector data,
                                           double label,
                                           Vector weights)

Description copied from class: Gradient

Compute the gradient and loss given the features of a single data point.

Overrides:

compute in class Gradient

Parameters:

data - features for one data point

label - label for this data point

weights - weights/coefficients corresponding to features

Returns:

(gradient: Vector, loss: Double)

compute

public double compute(Vector data,
                      double label,
                      Vector weights,
                      Vector cumGradient)

Description copied from class: Gradient

Compute the gradient and loss given the features of a single data point, add the gradient to a provided vector to avoid creating new objects, and return loss.

Specified by:

compute in class Gradient

Parameters:

data - features for one data point

label - label for this data point

weights - weights/coefficients corresponding to features

cumGradient - the computed gradient will be added to this vector

Returns:

loss