smile.regression

Class LASSO.Trainer

java.lang.Object

smile.regression.RegressionTrainer<double[]>

smile.regression.LASSO.Trainer

Enclosing class:

LASSO

public static class LASSO.Trainer
extends RegressionTrainer<double[]>

Trainer for LASSO regression.

Constructor Summary

Constructors

Constructor and Description
Trainer(double lambda) Constructor.

Method Summary

Modifier and Type	Method and Description
LASSO.Trainer	setMaxNumIteration(int maxIter) Sets the maximum number of iterations.
LASSO.Trainer	setTolerance(double tol) Sets the tolerance for stopping iterations (relative target duality gap).
LASSO	train(double[][] x, double[] y) Learns a regression model with given training data.
LASSO	train(smile.math.matrix.IMatrix x, double[] y)

Methods inherited from class smile.regression.RegressionTrainer

setAttributes

Methods inherited from class java.lang.Object

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

Constructor Detail

Trainer

public Trainer(double lambda)

Constructor.

Parameters:

lambda - the number of trees.

Method Detail

setTolerance

public LASSO.Trainer setTolerance(double tol)

Sets the tolerance for stopping iterations (relative target duality gap).

Parameters:

tol - the tolerance for stopping iterations.

setMaxNumIteration

public LASSO.Trainer setMaxNumIteration(int maxIter)

Sets the maximum number of iterations.

Parameters:

maxIter - the maximum number of iterations.

train

public LASSO train(double[][] x,
                   double[] y)

Description copied from class: RegressionTrainer

Learns a regression model with given training data.

Specified by:

train in class RegressionTrainer<double[]>

Parameters:

x - the training instances.

y - the training response values.

Returns:

a trained regression model.

train

public LASSO train(smile.math.matrix.IMatrix x,
                   double[] y)