org.apache.spark.mllib.regression

Class LassoWithSGD

java.lang.Object

org.apache.spark.mllib.regression.GeneralizedLinearAlgorithm<LassoModel>

org.apache.spark.mllib.regression.LassoWithSGD

All Implemented Interfaces:

java.io.Serializable, Logging

public class LassoWithSGD
extends GeneralizedLinearAlgorithm<LassoModel>
implements scala.Serializable

Train a regression model with L1-regularization using Stochastic Gradient Descent. This solves the l1-regularized least squares regression formulation f(weights) = 1/2n ||A weights-y||^2^ + regParam ||weights||_1 Here the data matrix has n rows, and the input RDD holds the set of rows of A, each with its corresponding right hand side label y. See also the documentation for the precise formulation.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
LassoWithSGD() Construct a Lasso object with default parameters: {stepSize: 1.0, numIterations: 100, regParam: 0.01, miniBatchFraction: 1.0}.

Method Summary

Methods

Modifier and Type	Method and Description
protected LassoModel	createModel(Vector weights, double intercept) Create a model given the weights and intercept
GradientDescent	optimizer() The optimizer to solve the problem.
static LassoModel	train(RDD<LabeledPoint> input, int numIterations) Train a Lasso model given an RDD of (label, features) pairs.
static LassoModel	train(RDD<LabeledPoint> input, int numIterations, double stepSize, double regParam) Train a Lasso model given an RDD of (label, features) pairs.
static LassoModel	train(RDD<LabeledPoint> input, int numIterations, double stepSize, double regParam, double miniBatchFraction) Train a Lasso model given an RDD of (label, features) pairs.
static LassoModel	train(RDD<LabeledPoint> input, int numIterations, double stepSize, double regParam, double miniBatchFraction, Vector initialWeights) Train a Lasso model given an RDD of (label, features) pairs.

Methods inherited from class org.apache.spark.mllib.regression.GeneralizedLinearAlgorithm

addIntercept, getNumFeatures, isAddIntercept, numFeatures, numOfLinearPredictor, run, run, setIntercept, setValidateData, validateData, validators

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.spark.Logging

initializeIfNecessary, initializeLogging, isTraceEnabled, log_, log, logDebug, logDebug, logError, logError, logInfo, logInfo, logName, logTrace, logTrace, logWarning, logWarning

Constructor Detail

LassoWithSGD

public LassoWithSGD()

Construct a Lasso object with default parameters: {stepSize: 1.0, numIterations: 100, regParam: 0.01, miniBatchFraction: 1.0}.

Method Detail

train

public static LassoModel train(RDD<LabeledPoint> input,
               int numIterations,
               double stepSize,
               double regParam,
               double miniBatchFraction,
               Vector initialWeights)

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.

Parameters:

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.

Returns:

(undocumented)

train

public static LassoModel train(RDD<LabeledPoint> input,
               int numIterations,
               double stepSize,
               double regParam,
               double miniBatchFraction)

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.

Parameters:

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.

Returns:

(undocumented)

train

public static LassoModel train(RDD<LabeledPoint> input,
               int numIterations,
               double stepSize,
               double regParam)

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.

Parameters:

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

stepSize - Step size to be used for each iteration of Gradient Descent.

regParam - Regularization parameter.

numIterations - Number of iterations of gradient descent to run.

Returns:

a LassoModel which has the weights and offset from training.

train

public static LassoModel train(RDD<LabeledPoint> input,
               int numIterations)

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.

Parameters:

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.

optimizer

public GradientDescent optimizer()

Description copied from class: GeneralizedLinearAlgorithm

The optimizer to solve the problem.

Specified by:

optimizer in class GeneralizedLinearAlgorithm<LassoModel>

Returns:

(undocumented)

createModel

protected LassoModel createModel(Vector weights,
                     double intercept)

Description copied from class: GeneralizedLinearAlgorithm

Create a model given the weights and intercept

Specified by:

createModel in class GeneralizedLinearAlgorithm<LassoModel>

Parameters:

weights - (undocumented)

intercept - (undocumented)

Returns:

(undocumented)