Package smile.regression

Record Class LASSO.Options

java.lang.Object
java.lang.Record
smile.regression.LASSO.Options
Record Components:
lambda - the shrinkage/regularization parameter.
tol - the tolerance of convergence test (relative target duality gap).
maxIter - the maximum number of IPM (Newton) iterations.
alpha - the minimum fraction of decrease in the objective function.
beta - the step size decrease factor
eta - the tolerance for PCG termination.
lsMaxIter - the maximum number of backtracking line search iterations.
pcgMaxIter - the maximum number of PCG iterations.
Enclosing class:
LASSO
public static record LASSO.Options(double lambda, double tol, int maxIter, double alpha, double beta, double eta, int lsMaxIter, int pcgMaxIter) extends Record
Lasso regression hyperparameters.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Options(double lambda)
    Constructor.
    Options(double lambda, double tol, int maxIter)
    Constructor.
    Options(double lambda, double tol, int maxIter, double alpha, double beta, double eta, int lsMaxIter, int pcgMaxIter)
    Constructor.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    alpha()
    Returns the value of the alpha record component.
    double
    beta()
    Returns the value of the beta record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    eta()
    Returns the value of the eta record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    lambda()
    Returns the value of the lambda record component.
    int
    lsMaxIter()
    Returns the value of the lsMaxIter record component.
    int
    maxIter()
    Returns the value of the maxIter record component.
    static LASSO.Options
    of(Properties props)
    Returns the options from properties.
    int
    pcgMaxIter()
    Returns the value of the pcgMaxIter record component.
    double
    tol()
    Returns the value of the tol record component.
    Properties
    toProperties()
    Returns the persistent set of hyperparameters including smile.lasso.lambda is the shrinkage/regularization parameter.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Options

      public Options(double lambda, double tol, int maxIter, double alpha, double beta, double eta, int lsMaxIter, int pcgMaxIter)
      Constructor.

    • Options

      public Options(double lambda)
      Constructor.
      Parameters:
      lambda - the shrinkage/regularization parameter.

    • Options

      public Options(double lambda, double tol, int maxIter)
      Constructor.
      Parameters:
      lambda - the shrinkage/regularization parameter.
      tol - the tolerance of convergence test (relative target duality gap).
      maxIter - the maximum number of IPM (Newton) iterations.

  • Method Details

    • toProperties

      public Properties toProperties()
      Returns the persistent set of hyperparameters including
      • smile.lasso.lambda is the shrinkage/regularization parameter. Large lambda means more shrinkage. Choosing an appropriate value of lambda is important, and also difficult.
      • smile.lasso.tolerance is the tolerance for stopping iterations (relative target duality gap).
      • smile.lasso.iterations is the maximum number of IPM (Newton) iterations.
      Returns:
      the persistent set.

    • of

      public static LASSO.Options of(Properties props)
      Returns the options from properties.
      Parameters:
      props - the hyperparameters.
      Returns:
      the options.

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with '=='.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • lambda

      public double lambda()
      Returns the value of the lambda record component.
      Returns:
      the value of the lambda record component

    • tol

      public double tol()
      Returns the value of the tol record component.
      Returns:
      the value of the tol record component

    • maxIter

      public int maxIter()
      Returns the value of the maxIter record component.
      Returns:
      the value of the maxIter record component

    • alpha

      public double alpha()
      Returns the value of the alpha record component.
      Returns:
      the value of the alpha record component

    • beta

      public double beta()
      Returns the value of the beta record component.
      Returns:
      the value of the beta record component

    • eta

      public double eta()
      Returns the value of the eta record component.
      Returns:
      the value of the eta record component

    • lsMaxIter

      public int lsMaxIter()
      Returns the value of the lsMaxIter record component.
      Returns:
      the value of the lsMaxIter record component

    • pcgMaxIter

      public int pcgMaxIter()
      Returns the value of the pcgMaxIter record component.
      Returns:
      the value of the pcgMaxIter record component