Class SimpleUpdater

All Implemented Interfaces:
Serializable, scala.Serializable

public class SimpleUpdater extends Updater
A simple updater for gradient descent *without* any regularization. Uses a step-size decreasing with the square root of the number of iterations.
See Also:
  • Constructor Details

    • SimpleUpdater

      public SimpleUpdater()
  • Method Details

    • compute

      public scala.Tuple2<Vector,Object> compute(Vector weightsOld, Vector gradient, double stepSize, int iter, double regParam)
      Description copied from class: Updater
      Compute an updated value for weights given the gradient, stepSize, iteration number and regularization parameter. Also returns the regularization value regParam * R(w) computed using the *updated* weights.

      Specified by:
      compute in class Updater
      weightsOld - - Column matrix of size dx1 where d is the number of features.
      gradient - - Column matrix of size dx1 where d is the number of features.
      stepSize - - step size across iterations
      iter - - Iteration number
      regParam - - Regularization parameter

      A tuple of 2 elements. The first element is a column matrix containing updated weights, and the second element is the regularization value computed using updated weights.