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class LassoWithSGD extends GeneralizedLinearAlgorithm[LassoModel] with Serializable

Train a regression model with L1-regularization using Stochastic Gradient Descent. This solves the l1-regularized least squares regression formulation f(weights) = 1/2n ||A weights-y||2 + regParam ||weights||_1 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.

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@Since("0.8.0")
Source
Lasso.scala
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  1. LassoWithSGD
  2. GeneralizedLinearAlgorithm
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  1. implicit class LogStringContext extends AnyRef
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    Logging

Value Members

  1. final def !=(arg0: Any): Boolean
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  2. final def ##: Int
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  3. final def ==(arg0: Any): Boolean
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  4. var addIntercept: Boolean

    Whether to add intercept (default: false).

    Whether to add intercept (default: false).

    Attributes
    protected
    Definition Classes
    GeneralizedLinearAlgorithm
  5. final def asInstanceOf[T0]: T0
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  6. def clone(): AnyRef
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    protected[lang]
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    @throws(classOf[java.lang.CloneNotSupportedException]) @IntrinsicCandidate() @native()
  7. def createModel(weights: Vector, intercept: Double): LassoModel

    Create a model given the weights and intercept

    Create a model given the weights and intercept

    Attributes
    protected
    Definition Classes
    LassoWithSGDGeneralizedLinearAlgorithm
  8. final def eq(arg0: AnyRef): Boolean
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    AnyRef
  9. def equals(arg0: AnyRef): Boolean
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  10. 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
  11. final def getClass(): Class[_ <: AnyRef]
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    @IntrinsicCandidate() @native()
  12. def getNumFeatures: Int

    The dimension of training features.

    The dimension of training features.

    Definition Classes
    GeneralizedLinearAlgorithm
    Annotations
    @Since("1.4.0")
  13. def hashCode(): Int
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    @IntrinsicCandidate() @native()
  14. def initializeLogIfNecessary(isInterpreter: Boolean, silent: Boolean): Boolean
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    Logging
  15. def initializeLogIfNecessary(isInterpreter: Boolean): Unit
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    Logging
  16. def isAddIntercept: Boolean

    Get if the algorithm uses addIntercept

    Get if the algorithm uses addIntercept

    Definition Classes
    GeneralizedLinearAlgorithm
    Annotations
    @Since("1.4.0")
  17. final def isInstanceOf[T0]: Boolean
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  18. def isTraceEnabled(): Boolean
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  19. def log: Logger
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  20. def logDebug(msg: => String, throwable: Throwable): Unit
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  21. def logDebug(entry: LogEntry, throwable: Throwable): Unit
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  22. def logDebug(entry: LogEntry): Unit
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  23. def logDebug(msg: => String): Unit
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  24. def logError(msg: => String, throwable: Throwable): Unit
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  25. def logError(entry: LogEntry, throwable: Throwable): Unit
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  26. def logError(entry: LogEntry): Unit
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  27. def logError(msg: => String): Unit
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  28. def logInfo(msg: => String, throwable: Throwable): Unit
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  29. def logInfo(entry: LogEntry, throwable: Throwable): Unit
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  30. def logInfo(entry: LogEntry): Unit
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  31. def logInfo(msg: => String): Unit
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  32. def logName: String
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  33. def logTrace(msg: => String, throwable: Throwable): Unit
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  34. def logTrace(entry: LogEntry, throwable: Throwable): Unit
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  35. def logTrace(entry: LogEntry): Unit
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  36. def logTrace(msg: => String): Unit
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  37. def logWarning(msg: => String, throwable: Throwable): Unit
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  38. def logWarning(entry: LogEntry, throwable: Throwable): Unit
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  39. def logWarning(entry: LogEntry): Unit
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  40. def logWarning(msg: => String): Unit
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  41. final def ne(arg0: AnyRef): Boolean
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  42. final def notify(): Unit
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    @IntrinsicCandidate() @native()
  43. final def notifyAll(): Unit
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    @IntrinsicCandidate() @native()
  44. var numFeatures: Int

    The dimension of training features.

    The dimension of training features.

    Attributes
    protected
    Definition Classes
    GeneralizedLinearAlgorithm
  45. 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 of weights will be (numOfLinearPredictor) * (numFeatures + 1) . If the intercepts are not added, the dimension of weights 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
  46. val optimizer: GradientDescent

    The optimizer to solve the problem.

    The optimizer to solve the problem.

    Definition Classes
    LassoWithSGDGeneralizedLinearAlgorithm
    Annotations
    @Since("0.8.0")
  47. def run(input: RDD[LabeledPoint], initialWeights: Vector): LassoModel

    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")
  48. def run(input: RDD[LabeledPoint]): LassoModel

    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")
  49. def setIntercept(addIntercept: Boolean): LassoWithSGD.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")
  50. def setValidateData(validateData: Boolean): LassoWithSGD.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")
  51. final def synchronized[T0](arg0: => T0): T0
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  52. def toString(): String
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    AnyRef → Any
  53. var validateData: Boolean
    Attributes
    protected
    Definition Classes
    GeneralizedLinearAlgorithm
  54. val validators: Seq[(RDD[LabeledPoint]) => Boolean]
    Attributes
    protected
    Definition Classes
    GeneralizedLinearAlgorithm
  55. final def wait(arg0: Long, arg1: Int): Unit
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    @throws(classOf[java.lang.InterruptedException])
  56. final def wait(arg0: Long): Unit
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    @throws(classOf[java.lang.InterruptedException]) @native()
  57. final def wait(): Unit
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    @throws(classOf[java.lang.InterruptedException])
  58. def withLogContext(context: HashMap[String, String])(body: => Unit): Unit
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    protected
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    Logging

Deprecated Value Members

  1. def finalize(): Unit
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    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

    (Since version 9)

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