jsat.classifiers.linear

Class LinearTools

java.lang.Object

jsat.classifiers.linear.LinearTools

public class LinearTools
extends Object

This class provides static helper methods that may be useful for various linear models.

Author:

Edward Raff

Method Summary

Modifier and Type	Method and Description
static double	maxLambdaLogisticL1(ClassificationDataSet cds) If the linear model performs logistic regression regularized by λ ||w||1, this method computes the smallest value of lambda that produces a weight vector of all zeros. Note, that the value returned depends on the data set size.

Methods inherited from class java.lang.Object

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

Method Detail

maxLambdaLogisticL1

public static double maxLambdaLogisticL1(ClassificationDataSet cds)

If the linear model performs logistic regression regularized by λ ||w||₁, this method computes the smallest value of lambda that produces a weight vector of all zeros.

Note, that the value returned depends on the data set size. If being used to initialize the value of λ for cross validation with k-folds, the value (k-1)/k * λ will be closer to the correct value of λ for each CV set.

Parameters:

cds - the data set that the model would be trained from

Returns:

the smallest value of λ that should produce all zeros.