hex.glm

Class GLM

java.lang.Object

water.Iced<T>

water.Keyed

water.Job<M>

hex.ModelBuilder<M,P,O>

hex.SupervisedModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

hex.glm.GLM

All Implemented Interfaces:

java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, water.Freezable

public class GLM
extends hex.SupervisedModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

Created by tomasnykodym on 8/27/14. Generalized linear model implementation. TODO: GLM will use a threshold during predict to do binomial classification, but GLMModel currently never returns Binomial as its ModelCategory.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GLM.GLMColBasedGradientSolver
class	GLM.GLMDriver Contains implementation of the glm algo.
static class	GLM.GLMGradientInfo
static class	GLM.GLMGradientSolver
static class	GLM.GLMLambdaTask Task to compute GLM solution for a particular (single) lambda value.
static class	GLM.GLMTaskInfo Encapsulates state of the computation.

Nested classes/interfaces inherited from class hex.ModelBuilder

hex.ModelBuilder.ValidationMessage

Nested classes/interfaces inherited from class water.Job

water.Job.JobCancelledException, water.Job.JobState, water.Job.Progress, water.Job.ProgressUpdate

Field Summary

Fields inherited from class hex.SupervisedModelBuilder

_nclass, _response, _response_key, _vresponse, _vresponse_key

Fields inherited from class hex.ModelBuilder

_messages, _parms, _train, _valid

Fields inherited from class water.Job

_description, _dest, _end_time, _exception, _progressKey, _start_time, _state

Fields inherited from class water.Keyed

_key

Constructor Summary

Constructors

Constructor and Description
GLM(GLMModel.GLMParameters parms)
GLM(water.Key dest, java.lang.String desc, GLMModel.GLMParameters parms)

Method Summary

Methods

Modifier and Type	Method and Description
hex.Model.ModelCategory[]	can_build()
void	init(boolean expensive)
protected static double	l1norm(double[] beta)
hex.schemas.ModelBuilderSchema	schema()
water.Job<GLMModel>	trainModel()

Methods inherited from class hex.SupervisedModelBuilder

isClassifier, response, vresponse

Methods inherited from class hex.ModelBuilder

clearInitState, createModelBuilder, error_count, error, getAlgo, getModelBuilder, getModelBuilderName, getModelBuilders, getModelClass, hide, info, registerModelBuilder, train, valid, validationErrors, warn

Methods inherited from class water.Job

cancel, cancel, checksum_impl, dest, done, failed, get, isCancelledOrCrashed, isDone, isRunning, isRunning, isStopped, jobs, msec, onCancelled, progress, remove_impl, start, update, update

Methods inherited from class water.Keyed

checksum, remove, remove, remove, remove

Methods inherited from class water.Iced

clone, frozenType, read_impl, read, readExternal, readJSON_impl, readJSON, toJsonString, write_impl, write, writeExternal, writeHTML_impl, writeHTML, writeJSON_impl, writeJSON

Methods inherited from class java.lang.Object

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

Constructor Detail

GLM

public GLM(water.Key dest,
   java.lang.String desc,
   GLMModel.GLMParameters parms)

GLM

public GLM(GLMModel.GLMParameters parms)

Method Detail

can_build

public hex.Model.ModelCategory[] can_build()

Specified by:

can_build in class hex.ModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

init

public void init(boolean expensive)

Overrides:

init in class hex.SupervisedModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

schema

public hex.schemas.ModelBuilderSchema schema()

Specified by:

schema in class hex.ModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

trainModel

public water.Job<GLMModel> trainModel()

Specified by:

trainModel in class hex.ModelBuilder<GLMModel,GLMModel.GLMParameters,GLMModel.GLMOutput>

l1norm

protected static double l1norm(double[] beta)