hex.glm

Class GLM.GLMLambdaTask

java.lang.Object

jsr166y.ForkJoinTask<java.lang.Void>

jsr166y.CountedCompleter

water.H2O.H2OCountedCompleter

water.DTask<GLM.GLMLambdaTask>

hex.glm.GLM.GLMLambdaTask

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, java.util.concurrent.Future<java.lang.Void>, water.Freezable

Enclosing class:

GLM

public static final class GLM.GLMLambdaTask
extends water.DTask<GLM.GLMLambdaTask>

Task to compute GLM solution for a particular (single) lambda value. Can be warmstarted by passing in a state of previous computation so e.g. incremental strong rules can be applied. The performs iterative reweighted least squares algorithm with elastic net penalty.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class water.DTask

water.DTask.DKeyTask<T extends water.DTask.DKeyTask,V extends water.Keyed>, water.DTask.RemoveCall

Field Summary

Fields inherited from class water.DTask

_ex

Constructor Summary

Constructors

Constructor and Description
GLM.GLMLambdaTask(water.H2O.H2OCountedCompleter cmp, water.Key jobKey, water.Key progressKey, GLM.GLMTaskInfo state, double lambda)

Method Summary

Methods

Modifier and Type	Method and Description
protected void	checkKKTAndComplete(double[] newBeta, boolean failedLineSearch) Computes the full gradient (gradient for all predictors) and checks line search condition (gradient has no NaNs/Infs) and the KKT conditions for the underlying optimization problem.
protected void	compute2()
protected boolean	needLineSearch(double[] beta, double objval, double step)
protected boolean	needLineSearch(GLMTask.GLMIterationTask glmt)
protected boolean	needLineSearch(GLMTask.GLMIterationTask glmt, double step)

Methods inherited from class water.DTask

copyOver, dinvoke, getDException, hasException, logVerbose, onAck, onAckAck, setException

Methods inherited from class water.H2O.H2OCountedCompleter

clone, compute, frozenType, icer, nextThrPriority, onExceptionalCompletion, priority, read_impl, read, readJSON_impl, readJSON, write_impl, write, writeHTML_impl, writeHTML, writeJSON_impl, writeJSON

Methods inherited from class jsr166y.CountedCompleter

addToPendingCount, compareAndSetPendingCount, complete, exec, getCompleter, getPendingCount, getRawResult, onCompletion, setCompleter, setPendingCount, setRawResult, tryComplete

Methods inherited from class jsr166y.ForkJoinTask

adapt, adapt, adapt, cancel, compareAndSetForkJoinTaskTag, completeExceptionally, fork, get, get, getException, getForkJoinTaskTag, getPool, getQueuedTaskCount, getSurplusQueuedTaskCount, helpQuiesce, inForkJoinPool, invoke, invokeAll, invokeAll, invokeAll, isCancelled, isCompletedAbnormally, isCompletedNormally, isDone, join, peekNextLocalTask, pollNextLocalTask, pollTask, quietlyComplete, quietlyInvoke, quietlyJoin, reinitialize, setForkJoinTaskTag, tryUnfork

Methods inherited from class java.lang.Object

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

Methods inherited from interface water.Freezable

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

Constructor Detail

GLM.GLMLambdaTask

public GLM.GLMLambdaTask(water.H2O.H2OCountedCompleter cmp,
                 water.Key jobKey,
                 water.Key progressKey,
                 GLM.GLMTaskInfo state,
                 double lambda)

Method Detail

checkKKTAndComplete

protected void checkKKTAndComplete(double[] newBeta,
                       boolean failedLineSearch)

Computes the full gradient (gradient for all predictors) and checks line search condition (gradient has no NaNs/Infs) and the KKT conditions for the underlying optimization problem. If some inactive columns violate the KKTs, then they are added into the active set and solution is recomputed (rare), otherwise we just update the model in the K/V with this new solution and finish.

Parameters:

newBeta - - computed solution

failedLineSearch - - boolean flag if we're already comming from failed line-search (unable to proceed) - in that case line search is never performed.

needLineSearch

protected boolean needLineSearch(GLMTask.GLMIterationTask glmt)

needLineSearch

protected boolean needLineSearch(GLMTask.GLMIterationTask glmt,
                     double step)

needLineSearch

protected boolean needLineSearch(double[] beta,
                     double objval,
                     double step)

compute2

protected void compute2()

Specified by:

compute2 in class water.H2O.H2OCountedCompleter