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.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GLM.BetaConstraint
class	GLM.GLMDriver Contains implementation of the glm algo.
static class	GLM.GLMGradientInfo
static class	GLM.GLMGradientSolver Gradient and line search computation for L_BFGS and also L_BFGS solver wrapper (for ADMM)
class	GLM.GLMSingleLambdaTsk Task to compute GLM solution for a particular (single) lambda value.
static class	GLM.GLMTaskInfo Encapsulates state of the computation.
static class	GLM.GramSolver Created by tomasnykodym on 3/30/15.
static class	GLM.LBFGS_ProximalSolver
static class	GLM.ProximalGradientSolver Simple wrapper around gradient computation, adding proximal penalty

Nested classes/interfaces inherited from class hex.ModelBuilder

hex.ModelBuilder.BuilderVisibility, 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
void	addLambdaScoringHistory(int iteration, int lambdaId, double eTrain)
void	addLambdaScoringHistory(int iteration, int lambdaId, double eTrain, double eVal)
void	addScoringHistory(int i, double l, double o)
hex.ModelBuilder.BuilderVisibility	builderVisibility()
hex.Model.ModelCategory[]	can_build()
protected void	checkMemoryFootPrint()
protected void	checkMemoryFootPrint(DataInfo dinfo)
void	init(boolean expensive)
hex.schemas.ModelBuilderSchema	schema()
water.Job<GLMModel>	trainModel()

Methods inherited from class hex.SupervisedModelBuilder

isClassifier, isSupervised, response, vresponse

Methods inherited from class hex.ModelBuilder

clearInitState, createModelBuilder, error_count, error, getAlgo, getAlgo, getAlgo, getAlgoFullName, getModelBuilder, 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_msg, progress, remove_impl, start, update, update, 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>

builderVisibility

public hex.ModelBuilder.BuilderVisibility builderVisibility()

Specified by:

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

checkMemoryFootPrint

protected void checkMemoryFootPrint()

Overrides:

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

checkMemoryFootPrint

protected void checkMemoryFootPrint(DataInfo dinfo)

addLambdaScoringHistory

public void addLambdaScoringHistory(int iteration,
                           int lambdaId,
                           double eTrain)

addLambdaScoringHistory

public void addLambdaScoringHistory(int iteration,
                           int lambdaId,
                           double eTrain,
                           double eVal)

addScoringHistory

public void addScoringHistory(int i,
                     double l,
                     double o)

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>