object LassoWithSGD extends Serializable
Top-level methods for calling Lasso.
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- @Since( "0.8.0" ) @deprecated
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(Since version 2.0.0)
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def
train(input: RDD[LabeledPoint], numIterations: Int): LassoModel
Train a Lasso model given an RDD of (label, features) pairs.
Train a Lasso model given an RDD of (label, features) pairs. We run a fixed number of iterations of gradient descent using a step size of 1.0. We use the entire data set to compute the true gradient in each iteration.
- input
RDD of (label, array of features) pairs. Each pair describes a row of the data matrix A as well as the corresponding right hand side label y
- numIterations
Number of iterations of gradient descent to run.
- returns
a LassoModel which has the weights and offset from training.
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- @Since( "0.8.0" )
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def
train(input: RDD[LabeledPoint], numIterations: Int, stepSize: Double, regParam: Double): LassoModel
Train a Lasso model given an RDD of (label, features) pairs.
Train a Lasso model given an RDD of (label, features) pairs. We run a fixed number of iterations of gradient descent using the specified step size. We use the entire data set to update the true gradient in each iteration.
- input
RDD of (label, array of features) pairs. Each pair describes a row of the data matrix A as well as the corresponding right hand side label y
- numIterations
Number of iterations of gradient descent to run.
- stepSize
Step size to be used for each iteration of Gradient Descent.
- regParam
Regularization parameter.
- returns
a LassoModel which has the weights and offset from training.
- Annotations
- @Since( "0.8.0" )
-
def
train(input: RDD[LabeledPoint], numIterations: Int, stepSize: Double, regParam: Double, miniBatchFraction: Double): LassoModel
Train a Lasso model given an RDD of (label, features) pairs.
Train a Lasso model given an RDD of (label, features) pairs. We run a fixed number of iterations of gradient descent using the specified step size. Each iteration uses
miniBatchFraction
fraction of the data to calculate a stochastic gradient.- input
RDD of (label, array of features) pairs. Each pair describes a row of the data matrix A as well as the corresponding right hand side label y
- numIterations
Number of iterations of gradient descent to run.
- stepSize
Step size to be used for each iteration of gradient descent.
- regParam
Regularization parameter.
- miniBatchFraction
Fraction of data to be used per iteration.
- Annotations
- @Since( "0.8.0" )
-
def
train(input: RDD[LabeledPoint], numIterations: Int, stepSize: Double, regParam: Double, miniBatchFraction: Double, initialWeights: Vector): LassoModel
Train a Lasso model given an RDD of (label, features) pairs.
Train a Lasso model given an RDD of (label, features) pairs. We run a fixed number of iterations of gradient descent using the specified step size. Each iteration uses
miniBatchFraction
fraction of the data to calculate a stochastic gradient. The weights used in gradient descent are initialized using the initial weights provided.- input
RDD of (label, array of features) pairs. Each pair describes a row of the data matrix A as well as the corresponding right hand side label y
- numIterations
Number of iterations of gradient descent to run.
- stepSize
Step size scaling to be used for the iterations of gradient descent.
- regParam
Regularization parameter.
- miniBatchFraction
Fraction of data to be used per iteration.
- initialWeights
Initial set of weights to be used. Array should be equal in size to the number of features in the data.
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- @Since( "1.0.0" )
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