org.apache.spark.ml.regression

Class LeastSquaresCostFun

Object

org.apache.spark.ml.regression.LeastSquaresCostFun

All Implemented Interfaces:

breeze.optimize.DiffFunction<breeze.linalg.DenseVector<Object>>, breeze.optimize.StochasticDiffFunction<breeze.linalg.DenseVector<Object>>, scala.Function1<breeze.linalg.DenseVector<Object>,Object>

public class LeastSquaresCostFun
extends Object
implements breeze.optimize.DiffFunction<breeze.linalg.DenseVector<Object>>

LeastSquaresCostFun implements Breeze's DiffFunction[T] for Least Squares cost. It returns the loss and gradient with L2 regularization at a particular point (coefficients). It's used in Breeze's convex optimization routines.

Constructor Summary

Constructors

Constructor and Description
LeastSquaresCostFun(RDD<org.apache.spark.ml.feature.Instance> instances, double labelStd, double labelMean, boolean fitIntercept, boolean standardization, Broadcast<double[]> bcFeaturesStd, Broadcast<double[]> bcFeaturesMean, double effectiveL2regParam, int aggregationDepth)

Method Summary

Methods

Modifier and Type	Method and Description
scala.Tuple2<Object,breeze.linalg.DenseVector<Object>>	calculate(breeze.linalg.DenseVector<Object> coefficients)

Methods inherited from class Object

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

Methods inherited from interface breeze.optimize.DiffFunction

cached, throughLens

Methods inherited from interface breeze.optimize.StochasticDiffFunction

apply, gradientAt, valueAt

Methods inherited from interface scala.Function1

andThen, apply$mcDD$sp, apply$mcDF$sp, apply$mcDI$sp, apply$mcDJ$sp, apply$mcFD$sp, apply$mcFF$sp, apply$mcFI$sp, apply$mcFJ$sp, apply$mcID$sp, apply$mcIF$sp, apply$mcII$sp, apply$mcIJ$sp, apply$mcJD$sp, apply$mcJF$sp, apply$mcJI$sp, apply$mcJJ$sp, apply$mcVD$sp, apply$mcVF$sp, apply$mcVI$sp, apply$mcVJ$sp, apply$mcZD$sp, apply$mcZF$sp, apply$mcZI$sp, apply$mcZJ$sp, compose, toString

Constructor Detail

LeastSquaresCostFun

public LeastSquaresCostFun(RDD<org.apache.spark.ml.feature.Instance> instances,
                   double labelStd,
                   double labelMean,
                   boolean fitIntercept,
                   boolean standardization,
                   Broadcast<double[]> bcFeaturesStd,
                   Broadcast<double[]> bcFeaturesMean,
                   double effectiveL2regParam,
                   int aggregationDepth)

Method Detail

calculate

public scala.Tuple2<Object,breeze.linalg.DenseVector<Object>> calculate(breeze.linalg.DenseVector<Object> coefficients)

Specified by:

calculate in interface breeze.optimize.StochasticDiffFunction<breeze.linalg.DenseVector<Object>>