com.github.chen0040.glm.solvers

Class GlmAlgorithm

java.lang.Object

com.github.chen0040.glm.solvers.GlmAlgorithm

All Implemented Interfaces:

Cloneable

Direct Known Subclasses:

GlmAlgorithmIrls, GlmAlgorithmIrlsQrNewton, GlmAlgorithmIrlsSvdNewton

public class GlmAlgorithm
extends Object
implements Cloneable

Created by xschen on 14/8/15.

Field Summary

Fields

Modifier and Type	Field and Description
protected CostEvaluationMethod	evaluateCost
protected GradientEvaluationMethod	evaluateGradient
protected double[]	glmCoefficients
protected LinkFunction	linkFunc
protected int	maxIters
protected GlmDistributionFamily	mDistributionFamily
protected double	mRegularizationLambda
protected GlmStatistics	mStats
protected double	mTol
protected TerminationEvaluationMethod	shouldTerminate

Constructor Summary

Constructors

Constructor and Description
GlmAlgorithm()
GlmAlgorithm(GlmDistributionFamily distribution)
GlmAlgorithm(GlmDistributionFamily distribution, double[][] A, double[] b)
GlmAlgorithm(GlmDistributionFamily distribution, double[][] A, double[] b, LocalSearch solver)
GlmAlgorithm(GlmDistributionFamily distribution, double[][] A, double[] b, LocalSearch solver, int maxIters)
GlmAlgorithm(GlmDistributionFamily distribution, LinkFunction linkFunc, double[][] A, double[] b, LocalSearch solver)

Method Summary

Modifier and Type	Method and Description
void	copy(GlmAlgorithm rhs)
double[]	getCoefficients()
GlmDistributionFamily	getDistributionFamily()
static LinkFunction	getLinkFunction(GlmDistributionFamily distribution)
int	getMaxIters()
GlmStatistics	getStatistics()
double	getTol()
protected double	getVariance(double g)
GlmAlgorithm	makeCopy()
double	predict(double[] input_0)
void	setMaxIters(int value)
void	setTol(double value)
double[]	solve()

Methods inherited from class java.lang.Object

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

Field Detail

linkFunc

protected LinkFunction linkFunc

maxIters

protected int maxIters

mTol

protected double mTol

mRegularizationLambda

protected double mRegularizationLambda

mDistributionFamily

protected GlmDistributionFamily mDistributionFamily

mStats

protected GlmStatistics mStats

shouldTerminate

protected TerminationEvaluationMethod shouldTerminate

glmCoefficients

protected double[] glmCoefficients

evaluateCost

protected CostEvaluationMethod evaluateCost

evaluateGradient

protected GradientEvaluationMethod evaluateGradient

Constructor Detail

GlmAlgorithm

public GlmAlgorithm()

GlmAlgorithm

public GlmAlgorithm(GlmDistributionFamily distribution,
                    LinkFunction linkFunc,
                    double[][] A,
                    double[] b,
                    LocalSearch solver)

GlmAlgorithm

public GlmAlgorithm(GlmDistributionFamily distribution,
                    double[][] A,
                    double[] b,
                    LocalSearch solver)

GlmAlgorithm

public GlmAlgorithm(GlmDistributionFamily distribution,
                    double[][] A,
                    double[] b)

GlmAlgorithm

public GlmAlgorithm(GlmDistributionFamily distribution)

GlmAlgorithm

public GlmAlgorithm(GlmDistributionFamily distribution,
                    double[][] A,
                    double[] b,
                    LocalSearch solver,
                    int maxIters)

Method Detail

getLinkFunction

public static LinkFunction getLinkFunction(GlmDistributionFamily distribution)

copy

public void copy(GlmAlgorithm rhs)

makeCopy

public GlmAlgorithm makeCopy()

getTol

public double getTol()

setTol

public void setTol(double value)

getDistributionFamily

public GlmDistributionFamily getDistributionFamily()

predict

public double predict(double[] input_0)

getVariance

protected double getVariance(double g)

getMaxIters

public int getMaxIters()

setMaxIters

public void setMaxIters(int value)

getCoefficients

public double[] getCoefficients()

getStatistics

public GlmStatistics getStatistics()

solve

public double[] solve()