hex.glm

Class GLM.GLMGradientSolver

java.lang.Object

hex.glm.GLM.GLMGradientSolver

All Implemented Interfaces:

OptimizationUtils.GradientSolver

Enclosing class:

GLM

public static final class GLM.GLMGradientSolver
extends java.lang.Object
implements OptimizationUtils.GradientSolver

Gradient and line search computation for L_BFGS and also L_BFGS solver wrapper (for ADMM)

Constructor Summary

Constructors

Constructor and Description
GLM.GLMGradientSolver(GLMModel.GLMParameters glmp, DataInfo dinfo, double lambda, double[] ymu, double reg)

Method Summary

Methods

Modifier and Type	Method and Description
GLM.GLMGradientInfo	getGradient(double[] beta) Evaluate ginfo at solution beta.
GLM.GLMGradientSolver	setBetaStart(double[] beta)

Methods inherited from class java.lang.Object

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

Constructor Detail

GLM.GLMGradientSolver

public GLM.GLMGradientSolver(GLMModel.GLMParameters glmp,
                     DataInfo dinfo,
                     double lambda,
                     double[] ymu,
                     double reg)

Method Detail

setBetaStart

public GLM.GLMGradientSolver setBetaStart(double[] beta)

getGradient

public GLM.GLMGradientInfo getGradient(double[] beta)

Description copied from interface: OptimizationUtils.GradientSolver

Evaluate ginfo at solution beta.

Specified by:

getGradient in interface OptimizationUtils.GradientSolver

Returns: