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# LassoWithSGD 

#### 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
Linear Supertypes
GeneralizedLinearAlgorithm[LassoModel], Serializable, Serializable, Logging, AnyRef, Any
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1. LassoWithSGD
2. GeneralizedLinearAlgorithm
3. Serializable
4. Serializable
5. Logging
6. AnyRef
7. Any
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### Value Members

1. final def !=(arg0: Any): Boolean
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AnyRef → Any
2. final def ##(): Int
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AnyRef → Any
3. final def ==(arg0: Any): Boolean
Definition Classes
AnyRef → Any

Whether to add intercept (default: false).

Whether to add intercept (default: false).

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

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
Definition Classes
AnyRef
9. def equals(arg0: Any): Boolean
Definition Classes
AnyRef → Any
10. def generateInitialWeights(input: RDD[LabeledPoint])

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[_]
Definition Classes
AnyRef → Any
Annotations
@native() @IntrinsicCandidate()
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
Definition Classes
AnyRef → Any
Annotations
@native() @IntrinsicCandidate()
14. def initializeLogIfNecessary(isInterpreter: Boolean, silent: Boolean): Boolean
Attributes
protected
Definition Classes
Logging
15. def initializeLogIfNecessary(isInterpreter: Boolean): Unit
Attributes
protected
Definition Classes
Logging

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
Definition Classes
Any
18. def isTraceEnabled(): Boolean
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protected
Definition Classes
Logging
19. def log: Logger
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protected
Definition Classes
Logging
20. def logDebug(msg: ⇒ String, throwable: Throwable): Unit
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protected
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Logging
21. def logDebug(msg: ⇒ String): Unit
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protected
Definition Classes
Logging
22. def logError(msg: ⇒ String, throwable: Throwable): Unit
Attributes
protected
Definition Classes
Logging
23. def logError(msg: ⇒ String): Unit
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protected
Definition Classes
Logging
24. def logInfo(msg: ⇒ String, throwable: Throwable): Unit
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protected
Definition Classes
Logging
25. def logInfo(msg: ⇒ String): Unit
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protected
Definition Classes
Logging
26. def logName: String
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protected
Definition Classes
Logging
27. def logTrace(msg: ⇒ String, throwable: Throwable): Unit
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protected
Definition Classes
Logging
28. def logTrace(msg: ⇒ String): Unit
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protected
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Logging
29. def logWarning(msg: ⇒ String, throwable: Throwable): Unit
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protected
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Logging
30. def logWarning(msg: ⇒ String): Unit
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protected
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Logging
31. final def ne(arg0: AnyRef): Boolean
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AnyRef
32. final def notify(): Unit
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AnyRef
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@native() @IntrinsicCandidate()
33. final def notifyAll(): Unit
Definition Classes
AnyRef
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@native() @IntrinsicCandidate()
34. var numFeatures: Int

The dimension of training features.

The dimension of training features.

Attributes
protected
Definition Classes
GeneralizedLinearAlgorithm
35. 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
36. val optimizer

The optimizer to solve the problem.

The optimizer to solve the problem.

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

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

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" )

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" )
40. 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" )
41. final def synchronized[T0](arg0: ⇒ T0): T0
Definition Classes
AnyRef
42. def toString(): String
Definition Classes
AnyRef → Any
43. var validateData: Boolean
Attributes
protected
Definition Classes
GeneralizedLinearAlgorithm
44. val validators: Seq[(RDD[LabeledPoint]) ⇒ Boolean]
Attributes
protected
Definition Classes
GeneralizedLinearAlgorithm
45. final def wait(arg0: Long, arg1: Int): Unit
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AnyRef
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@throws( ... )
46. final def wait(arg0: Long): Unit
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@throws( ... ) @native()
47. final def wait(): Unit
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@throws( ... )

### Deprecated Value Members

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