abstract class GeneralizedLinearAlgorithm[M <: GeneralizedLinearModel] extends Logging with Serializable
GeneralizedLinearAlgorithm implements methods to train a Generalized Linear Model (GLM). This class should be extended with an Optimizer to create a new GLM.
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- @Since("0.8.0")
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- GeneralizedLinearAlgorithm.scala
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- new GeneralizedLinearAlgorithm()
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- abstract def createModel(weights: Vector, intercept: Double): M
Create a model given the weights and intercept
Create a model given the weights and intercept
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- abstract def optimizer: Optimizer
The optimizer to solve the problem.
The optimizer to solve the problem.
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- var addIntercept: Boolean
Whether to add intercept (default: false).
Whether to add intercept (default: false).
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- 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
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- def getNumFeatures: Int
The dimension of training features.
The dimension of training features.
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- def isAddIntercept: Boolean
Get if the algorithm uses addIntercept
Get if the algorithm uses addIntercept
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- var numFeatures: Int
The dimension of training features.
The dimension of training features.
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- 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.
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- def run(input: RDD[LabeledPoint], initialWeights: Vector): M
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.
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- @Since("1.0.0")
- def run(input: RDD[LabeledPoint]): M
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.
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- def setIntercept(addIntercept: Boolean): GeneralizedLinearAlgorithm.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.
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- def setValidateData(validateData: Boolean): GeneralizedLinearAlgorithm.this.type
Set if the algorithm should validate data before training.
Set if the algorithm should validate data before training. Default true.
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- def toString(): String
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- var validateData: Boolean
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- val validators: Seq[(RDD[LabeledPoint]) => Boolean]
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- def withLogContext(context: HashMap[String, String])(body: => Unit): Unit
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(Since version 9)