org.apache.spark.mllib.regression

Class LassoWithSGD

Object

org.apache.spark.mllib.regression.GeneralizedLinearAlgorithm<LassoModel>

org.apache.spark.mllib.regression.LassoWithSGD

All Implemented Interfaces:

java.io.Serializable, org.apache.spark.internal.Logging

public class LassoWithSGD
extends GeneralizedLinearAlgorithm<LassoModel>
implements scala.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.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface org.apache.spark.internal.Logging

org.apache.spark.internal.Logging.SparkShellLoggingFilter

Method Summary

Modifier and Type	Method and Description
GradientDescent	optimizer() The optimizer to solve the problem.

Methods inherited from class org.apache.spark.mllib.regression.GeneralizedLinearAlgorithm

getNumFeatures, isAddIntercept, run, run, setIntercept, setValidateData

Methods inherited from class Object

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

Methods inherited from interface org.apache.spark.internal.Logging

$init$, initializeForcefully, initializeLogIfNecessary, initializeLogIfNecessary, initializeLogIfNecessary$default$2, initLock, isTraceEnabled, log, logDebug, logDebug, logError, logError, logInfo, logInfo, logName, logTrace, logTrace, logWarning, logWarning, org$apache$spark$internal$Logging$$log__$eq, org$apache$spark$internal$Logging$$log_, uninitialize

Method Detail

optimizer

public GradientDescent optimizer()

Description copied from class: GeneralizedLinearAlgorithm

The optimizer to solve the problem.

Specified by:

optimizer in class GeneralizedLinearAlgorithm<LassoModel>

Returns:

(undocumented)