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c

scalation.analytics

CoordDescentLasso

class CoordDescentLasso extends AnyRef

The CoordDescentLasso class find the optimal parameters 'b' using Coordinate Descent.

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Instance Constructors

  1. new CoordDescentLasso(x: MatriD, y: VectoD, lambda: Double = 0.1)

    x

    the data/input matrix

    y

    the response.output vector

    lambda

    the regularization/shrinkage parameter

Value Members

  1. final def !=(arg0: Any): Boolean
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  2. final def ##(): Int
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  3. final def ==(arg0: Any): Boolean
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  6. final def eq(arg0: AnyRef): Boolean
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  7. def equals(arg0: Any): Boolean
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  8. def fast_sthresh(v: Double, thr: Double): Double

    Return the fast soft thresholding function.

    Return the fast soft thresholding function.

    v

    the value to threshold

    thr

    the threshold

  9. final def getClass(): Class[_]
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  11. final def isInstanceOf[T0]: Boolean
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  12. val lambda: Double
  13. def lasso_coord(b: VectoD, j: Int): Double

  14. final def ne(arg0: AnyRef): Boolean
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  15. final def notify(): Unit
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  16. final def notifyAll(): Unit
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  17. def optimize(): VectoD

    Optimize ...

  18. final def synchronized[T0](arg0: ⇒ T0): T0
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  19. def toString(): String
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  20. final def wait(arg0: Long, arg1: Int): Unit
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  22. final def wait(): Unit
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  1. def finalize(): Unit
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