com.github.cloudml.zen.ml.regression

LogisticRegression

Related Docs: class LogisticRegression | package regression

object LogisticRegression extends Serializable

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  17. def trainMIS(input: RDD[(Long, LabeledPoint)], numIterations: Int, stepSize: Double, regParam: Double, epsilon: Double = 1e-3, useAdaGrad: Boolean = false, storageLevel: StorageLevel = StorageLevel.MEMORY_AND_DISK): LogisticRegressionModel

    Modified Iterative Scaling The referenced paper: A comparison of numerical optimizers for logistic regression http://research.microsoft.com/en-us/um/people/minka/papers/logreg/minka-logreg.pdf

    Modified Iterative Scaling The referenced paper: A comparison of numerical optimizers for logistic regression http://research.microsoft.com/en-us/um/people/minka/papers/logreg/minka-logreg.pdf

    input

    training data, feature value must >= 0, label is either 0 or 1 (binary classification)

    numIterations

    maximum number of iterations

    stepSize

    step size, recommend to be in value range 0.1 - 1.0

    regParam

    L1 Regularization

    epsilon

    smoothing parameter, 1e-4 - 1e-6

    useAdaGrad

    adaptive step size, recommend to be true

    storageLevel

    recommendation configuration: MEMORY_AND_DISK for small/middle-scale training data, and DISK_ONLY for super-large-scale data

  18. def trainSGD(input: RDD[(Long, LabeledPoint)], numIterations: Int, stepSize: Double, regParam: Double, useAdaGrad: Boolean = false, storageLevel: StorageLevel = StorageLevel.MEMORY_AND_DISK): LogisticRegressionModel

    :: Experimental :: SGD training

    :: Experimental :: SGD training

    input

    training data, with {0,1} label (binary classification)

    numIterations

    maximum number of iterations

    stepSize

    learning step size, recommend to be 0.1 - 1.0

    regParam

    L1 Regularization

    useAdaGrad

    adaptive step size, recommend to be True

    storageLevel

    recommendation configuration: MEMORY_AND_DISK for small/middle-scale training data, and DISK_ONLY for super-large-scale data

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