hex.glm

Class GLM.ProximalGradientSolver

java.lang.Object

hex.glm.GLM.ProximalGradientSolver

All Implemented Interfaces:

OptimizationUtils.GradientSolver

Enclosing class:

GLM

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

Simple wrapper around ginfo computation, adding proximal penalty

Field Summary

Fields

Modifier and Type	Field and Description
OptimizationUtils.GradientInfo	_lastGinfo

Constructor Summary

Constructors

Constructor and Description
GLM.ProximalGradientSolver(OptimizationUtils.GradientSolver s, double[] betaGiven, double[] rho)

Method Summary

Methods

Modifier and Type	Method and Description
OptimizationUtils.GradientInfo	getGradient(double[] beta) Evaluate ginfo at solution beta.

Methods inherited from class java.lang.Object

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

Field Detail

_lastGinfo

public OptimizationUtils.GradientInfo _lastGinfo

Constructor Detail

GLM.ProximalGradientSolver

public GLM.ProximalGradientSolver(OptimizationUtils.GradientSolver s,
                          double[] betaGiven,
                          double[] rho)

Method Detail

getGradient

public OptimizationUtils.GradientInfo getGradient(double[] beta)

Description copied from interface: OptimizationUtils.GradientSolver

Evaluate ginfo at solution beta.

Specified by:

getGradient in interface OptimizationUtils.GradientSolver

Returns: