class LinearRegressionWithSGD extends GeneralizedLinearAlgorithm[LinearRegressionModel] with Serializable
Train a linear regression model with no regularization using Stochastic Gradient Descent. This solves the least squares regression formulation f(weights) = 1/n ||A weights-y||2 (which is the mean squared error). Here the data matrix has n rows, and the input RDD holds the set of rows of A, each with its corresponding right hand side label y. See also the documentation for the precise formulation.
- Annotations
- @Since( "0.8.0" )
- Source
- LinearRegression.scala
- Alphabetic
- By Inheritance
- LinearRegressionWithSGD
- GeneralizedLinearAlgorithm
- Serializable
- Serializable
- Logging
- AnyRef
- Any
- Hide All
- Show All
- Public
- All
Value Members
-
final
def
!=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
final
def
##(): Int
- Definition Classes
- AnyRef → Any
-
final
def
==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
var
addIntercept: Boolean
Whether to add intercept (default: false).
Whether to add intercept (default: false).
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
final
def
asInstanceOf[T0]: T0
- Definition Classes
- Any
-
def
clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( ... ) @native() @IntrinsicCandidate()
-
def
createModel(weights: Vector, intercept: Double): LinearRegressionModel
Create a model given the weights and intercept
Create a model given the weights and intercept
- Attributes
- protected[mllib]
- Definition Classes
- LinearRegressionWithSGD → GeneralizedLinearAlgorithm
-
final
def
eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
def
equals(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
def
generateInitialWeights(input: RDD[LabeledPoint]): Vector
Generate the initial weights when the user does not supply them
Generate the initial weights when the user does not supply them
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
final
def
getClass(): Class[_]
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @IntrinsicCandidate()
-
def
getNumFeatures: Int
The dimension of training features.
The dimension of training features.
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "1.4.0" )
-
def
hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @IntrinsicCandidate()
-
def
initializeLogIfNecessary(isInterpreter: Boolean, silent: Boolean): Boolean
- Attributes
- protected
- Definition Classes
- Logging
-
def
initializeLogIfNecessary(isInterpreter: Boolean): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
isAddIntercept: Boolean
Get if the algorithm uses addIntercept
Get if the algorithm uses addIntercept
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "1.4.0" )
-
final
def
isInstanceOf[T0]: Boolean
- Definition Classes
- Any
-
def
isTraceEnabled(): Boolean
- Attributes
- protected
- Definition Classes
- Logging
-
def
log: Logger
- Attributes
- protected
- Definition Classes
- Logging
-
def
logDebug(msg: ⇒ String, throwable: Throwable): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logDebug(msg: ⇒ String): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logError(msg: ⇒ String, throwable: Throwable): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logError(msg: ⇒ String): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logInfo(msg: ⇒ String, throwable: Throwable): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logInfo(msg: ⇒ String): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logName: String
- Attributes
- protected
- Definition Classes
- Logging
-
def
logTrace(msg: ⇒ String, throwable: Throwable): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logTrace(msg: ⇒ String): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logWarning(msg: ⇒ String, throwable: Throwable): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
def
logWarning(msg: ⇒ String): Unit
- Attributes
- protected
- Definition Classes
- Logging
-
final
def
ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
final
def
notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
-
final
def
notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
-
var
numFeatures: Int
The dimension of training features.
The dimension of training features.
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
var
numOfLinearPredictor: Int
In
GeneralizedLinearModel
, only single linear predictor is allowed for both weights and intercept.In
GeneralizedLinearModel
, only single linear predictor is allowed for both weights and intercept. However, for multinomial logistic regression, with K possible outcomes, we are training K-1 independent binary logistic regression models which requires K-1 sets of linear predictor.As a result, the workaround here is if more than two sets of linear predictors are needed, we construct bigger
weights
vector which can hold both weights and intercepts. If the intercepts are added, the dimension ofweights
will be (numOfLinearPredictor) * (numFeatures + 1) . If the intercepts are not added, the dimension ofweights
will be (numOfLinearPredictor) * numFeatures.Thus, the intercepts will be encapsulated into weights, and we leave the value of intercept in GeneralizedLinearModel as zero.
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
val
optimizer: GradientDescent
The optimizer to solve the problem.
The optimizer to solve the problem.
- Definition Classes
- LinearRegressionWithSGD → GeneralizedLinearAlgorithm
- Annotations
- @Since( "0.8.0" )
-
def
run(input: RDD[LabeledPoint], initialWeights: Vector): LinearRegressionModel
Run the algorithm with the configured parameters on an input RDD of LabeledPoint entries starting from the initial weights provided.
Run the algorithm with the configured parameters on an input RDD of LabeledPoint entries starting from the initial weights provided.
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "1.0.0" )
-
def
run(input: RDD[LabeledPoint]): LinearRegressionModel
Run the algorithm with the configured parameters on an input RDD of LabeledPoint entries.
Run the algorithm with the configured parameters on an input RDD of LabeledPoint entries.
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "0.8.0" )
-
def
setIntercept(addIntercept: Boolean): LinearRegressionWithSGD.this.type
Set if the algorithm should add an intercept.
Set if the algorithm should add an intercept. Default false. We set the default to false because adding the intercept will cause memory allocation.
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "0.8.0" )
-
def
setValidateData(validateData: Boolean): LinearRegressionWithSGD.this.type
Set if the algorithm should validate data before training.
Set if the algorithm should validate data before training. Default true.
- Definition Classes
- GeneralizedLinearAlgorithm
- Annotations
- @Since( "0.8.0" )
-
final
def
synchronized[T0](arg0: ⇒ T0): T0
- Definition Classes
- AnyRef
-
def
toString(): String
- Definition Classes
- AnyRef → Any
-
var
validateData: Boolean
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
val
validators: Seq[(RDD[LabeledPoint]) ⇒ Boolean]
- Attributes
- protected
- Definition Classes
- GeneralizedLinearAlgorithm
-
final
def
wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... ) @native()
-
final
def
wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
Deprecated Value Members
-
def
finalize(): Unit
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( classOf[java.lang.Throwable] ) @Deprecated
- Deprecated