class LeastSquaresGradient extends Gradient
Compute gradient and loss for a Least-squared loss function, as used in linear regression. This is correct for the averaged least squares loss function (mean squared error) L = 1/2n ||A weights-y||^2 See also the documentation for the precise formulation.
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- new LeastSquaresGradient()
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def
compute(data: Vector, label: Double, weights: Vector, cumGradient: Vector): Double
Compute the gradient and loss given the features of a single data point, add the gradient to a provided vector to avoid creating new objects, and return loss.
Compute the gradient and loss given the features of a single data point, add the gradient to a provided vector to avoid creating new objects, and return loss.
- data
features for one data point
- label
label for this data point
- weights
weights/coefficients corresponding to features
- cumGradient
the computed gradient will be added to this vector
- returns
loss
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- LeastSquaresGradient → Gradient
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def
compute(data: Vector, label: Double, weights: Vector): (Vector, Double)
Compute the gradient and loss given the features of a single data point.
Compute the gradient and loss given the features of a single data point.
- data
features for one data point
- label
label for this data point
- weights
weights/coefficients corresponding to features
- returns
(gradient: Vector, loss: Double)
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- LeastSquaresGradient → Gradient
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