hex.glm

Class GLMModel.GLMParameters

java.lang.Object

water.Iced<hex.Model.Parameters>

hex.Model.Parameters

hex.glm.GLMModel.GLMParameters

All Implemented Interfaces:

hex.Model.AdaptFrameParameters, java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, water.Freezable<hex.Model.Parameters>

Enclosing class:

GLMModel

public static class GLMModel.GLMParameters
extends hex.Model.Parameters

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GLMModel.GLMParameters.Constraints
static class	GLMModel.GLMParameters.DispersionMethod
static class	GLMModel.GLMParameters.Family
static class	GLMModel.GLMParameters.GLMType
static class	GLMModel.GLMParameters.Influence
static class	GLMModel.GLMParameters.Link
static class	GLMModel.GLMParameters.MissingValuesHandling
static class	GLMModel.GLMParameters.Solver

Nested classes/interfaces inherited from class hex.Model.Parameters

hex.Model.Parameters.CategoricalEncodingScheme, hex.Model.Parameters.FoldAssignmentScheme

Field Summary

Fields

Modifier and Type	Field and Description
double[]	_alpha
water.Key<water.fvec.Frame>	_beta_constraints
double	_beta_epsilon
boolean	_build_null_model
boolean	_calc_like
boolean	_cold_start
boolean	_compute_p_values
double	_constraint_alpha
double	_constraint_beta
double	_constraint_c0
double	_constraint_eta0
double	_constraint_tau
boolean	_debugTDispersionOnly
double	_dispersion_epsilon
double	_dispersion_estimated
double	_dispersion_learning_rate
GLMModel.GLMParameters.DispersionMethod	_dispersion_parameter_method
boolean	_early_stopping
boolean	_expose_constraints
GLMModel.GLMParameters.Family	_family
boolean	_fix_dispersion_parameter
boolean	_fix_tweedie_variance_power
boolean	_generate_scoring_history
boolean	_generate_variable_inflation_factors
GLMModel.GLMParameters.GLMType	_glmType
double	_gradient_epsilon
GLMModel.GLMParameters.Influence	_influence
double	_init_dispersion_parameter
boolean	_init_optimal_glm
hex.StringPair[]	_interaction_pairs
java.lang.String[]	_interactions
boolean	_intercept
double	_invTheta
boolean	_keepBetaDiffVar
double[]	_lambda
double	_lambda_min_ratio
boolean	_lambda_search
water.Key<water.fvec.Frame>	_linear_constraints
GLMModel.GLMParameters.Link	_link
int	_max_active_predictors
int	_max_iterations
int	_max_iterations_dispersion
int	_max_series_index
java.io.Serializable	_missing_values_handling
int	_nlambdas
boolean	_non_negative
double	_obj_reg
double	_objective_epsilon
water.Key<water.fvec.Frame>	_plug_values
double	_prior
int[]	_random_columns
boolean	_remove_collinear_columns
int	_score_iteration_interval
boolean	_separate_linear_beta
GLMModel.GLMParameters.Solver	_solver
boolean	_standardize
double[]	_startval
boolean	_stdOverride
double	_theta
double	_tweedie_epsilon
double	_tweedie_link_power
double	_tweedie_variance_power
boolean	_use_all_factor_levels
boolean	_useDispersion1

Fields inherited from class hex.Model.Parameters

_auc_type, _auto_rebalance, _auuc_nbins, _auuc_type, _balance_classes, _categorical_encoding, _check_constant_response, _checkpoint, _class_sampling_factors, _custom_distribution_func, _custom_metric_func, _cv_fold, _distribution, _export_checkpoints_dir, _fold_assignment, _fold_column, _gainslift_bins, _huber_alpha, _ignore_const_cols, _ignored_columns, _is_cv_model, _keep_cross_validation_fold_assignment, _keep_cross_validation_models, _keep_cross_validation_predictions, _keep_cross_validation_predictions_precision, _main_model_time_budget_factor, _max_after_balance_size, _max_categorical_levels, _max_confusion_matrix_size, _max_runtime_secs, _nfolds, _offset_column, _parallelize_cross_validation, _preprocessors, _pretrained_autoencoder, _quantile_alpha, _response_column, _score_each_iteration, _seed, _stopping_metric, _stopping_rounds, _stopping_tolerance, _train, _treatment_column, _tweedie_power, _valid, _weights_column, MAX_SUPPORTED_LEVELS

Constructor Summary

Constructors

Constructor and Description
GLMParameters()
GLMParameters(GLMModel.GLMParameters.Family f)
GLMParameters(GLMModel.GLMParameters.Family f, GLMModel.GLMParameters.Link l)
GLMParameters(GLMModel.GLMParameters.Family f, GLMModel.GLMParameters.Link l, double[] lambda, double[] alpha, double twVar, double twLnk)
GLMParameters(GLMModel.GLMParameters.Family f, GLMModel.GLMParameters.Link l, double[] lambda, double[] alpha, double twVar, double twLnk, java.lang.String[] interactions)
GLMParameters(GLMModel.GLMParameters.Family f, GLMModel.GLMParameters.Link l, double[] lambda, double[] alpha, double twVar, double twLnk, java.lang.String[] interactions, double theta)
GLMParameters(GLMModel.GLMParameters.Family f, GLMModel.GLMParameters.Link l, double[] lambda, double[] alpha, double twVar, double twLnk, java.lang.String[] interactions, double theta, double dispersion_estimated)

Method Summary

Modifier and Type	Method and Description
java.lang.String	algoName()
boolean	canonical()
double	deviance(double yr, double ym)
double	deviance(float yr, float ym)
java.lang.String	fullName()
hex.genmodel.utils.DistributionFamily	getDistributionFamily()
boolean	imputeMissing()
hex.Model.InteractionSpec	interactionSpec()
java.lang.String	javaName()
double	likelihood(double yr, double ym)
double	likelihood(double w, double yr, double[] ym)
double	linkDeriv(double x)
double	linkInv(double x)
DataInfo.Imputer	makeImputer()
GLMModel.GLMParameters.MissingValuesHandling	missingValuesHandling()
long	progressUnits()
void	setDistributionFamily(hex.genmodel.utils.DistributionFamily distributionFamily)
void	updateTweedieParams(double tweedieVariancePower, double tweedieLinkPower, double dispersion)
void	validate(GLM glm)
double	variance(double mu)

Methods inherited from class hex.Model.Parameters

checksum, checksum, defaultDropConsCols, defaultStoppingTolerance, getCategoricalEncoding, getDependentKeys, getFoldColumn, getMaxCategoricalLevels, getNonPredictors, getOffsetColumn, getOrMakeRealSeed, getResponseColumn, getTreatmentColumn, getUsedColumns, getWeightsColumn, hasCheckpoint, hasCustomMetricFunc, missingColumnsType, read_lock_frames, read_unlock_frames, setTrain, train, valid

Methods inherited from class water.Iced

asBytes, clone, copyOver, frozenType, read, readExternal, readJSON, reloadFromBytes, toJsonBytes, toJsonString, write, writeExternal, writeJSON

Methods inherited from class java.lang.Object

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

Field Detail

_standardize

public boolean _standardize

_useDispersion1

public boolean _useDispersion1

_family

public GLMModel.GLMParameters.Family _family

_link

public GLMModel.GLMParameters.Link _link

_solver

public GLMModel.GLMParameters.Solver _solver

_tweedie_variance_power

public double _tweedie_variance_power

_tweedie_link_power

public double _tweedie_link_power

_dispersion_estimated

public double _dispersion_estimated

_theta

public double _theta

_invTheta

public double _invTheta

_alpha

public double[] _alpha

_lambda

public double[] _lambda

_startval

public double[] _startval

_calc_like

public boolean _calc_like

_random_columns

public int[] _random_columns

_score_iteration_interval

public int _score_iteration_interval

_missing_values_handling

public java.io.Serializable _missing_values_handling

_prior

public double _prior

_lambda_search

public boolean _lambda_search

_cold_start

public boolean _cold_start

_nlambdas

public int _nlambdas

_non_negative

public boolean _non_negative

_lambda_min_ratio

public double _lambda_min_ratio

_use_all_factor_levels

public boolean _use_all_factor_levels

_max_iterations

public int _max_iterations

_intercept

public boolean _intercept

_beta_epsilon

public double _beta_epsilon

_dispersion_epsilon

public double _dispersion_epsilon

_max_iterations_dispersion

public int _max_iterations_dispersion

_objective_epsilon

public double _objective_epsilon

_gradient_epsilon

public double _gradient_epsilon

_obj_reg

public double _obj_reg

_compute_p_values

public boolean _compute_p_values

_remove_collinear_columns

public boolean _remove_collinear_columns

_interactions

public java.lang.String[] _interactions

_interaction_pairs

public hex.StringPair[] _interaction_pairs

_early_stopping

public boolean _early_stopping

_beta_constraints

public water.Key<water.fvec.Frame> _beta_constraints

_linear_constraints

public water.Key<water.fvec.Frame> _linear_constraints

_expose_constraints

public boolean _expose_constraints

_plug_values

public water.Key<water.fvec.Frame> _plug_values

_max_active_predictors

public int _max_active_predictors

_stdOverride

public boolean _stdOverride

_glmType

public GLMModel.GLMParameters.GLMType _glmType

_generate_scoring_history

public boolean _generate_scoring_history

_dispersion_parameter_method

public GLMModel.GLMParameters.DispersionMethod _dispersion_parameter_method

_init_dispersion_parameter

public double _init_dispersion_parameter

_fix_dispersion_parameter

public boolean _fix_dispersion_parameter

_build_null_model

public boolean _build_null_model

_generate_variable_inflation_factors

public boolean _generate_variable_inflation_factors

_tweedie_epsilon

public double _tweedie_epsilon

_fix_tweedie_variance_power

public boolean _fix_tweedie_variance_power

_max_series_index

public int _max_series_index

_debugTDispersionOnly

public boolean _debugTDispersionOnly

_dispersion_learning_rate

public double _dispersion_learning_rate

_influence

public GLMModel.GLMParameters.Influence _influence

_keepBetaDiffVar

public boolean _keepBetaDiffVar

_separate_linear_beta

public boolean _separate_linear_beta

_init_optimal_glm

public boolean _init_optimal_glm

_constraint_eta0

public double _constraint_eta0

_constraint_tau

public double _constraint_tau

_constraint_alpha

public double _constraint_alpha

_constraint_beta

public double _constraint_beta

_constraint_c0

public double _constraint_c0

Constructor Detail

GLMParameters

public GLMParameters()

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f)

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f,
                     GLMModel.GLMParameters.Link l)

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f,
                     GLMModel.GLMParameters.Link l,
                     double[] lambda,
                     double[] alpha,
                     double twVar,
                     double twLnk)

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f,
                     GLMModel.GLMParameters.Link l,
                     double[] lambda,
                     double[] alpha,
                     double twVar,
                     double twLnk,
                     java.lang.String[] interactions)

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f,
                     GLMModel.GLMParameters.Link l,
                     double[] lambda,
                     double[] alpha,
                     double twVar,
                     double twLnk,
                     java.lang.String[] interactions,
                     double theta)

GLMParameters

public GLMParameters(GLMModel.GLMParameters.Family f,
                     GLMModel.GLMParameters.Link l,
                     double[] lambda,
                     double[] alpha,
                     double twVar,
                     double twLnk,
                     java.lang.String[] interactions,
                     double theta,
                     double dispersion_estimated)

Method Detail

algoName

public java.lang.String algoName()

Specified by:

algoName in class hex.Model.Parameters

fullName

public java.lang.String fullName()

Specified by:

fullName in class hex.Model.Parameters

javaName

public java.lang.String javaName()

Specified by:

javaName in class hex.Model.Parameters

progressUnits

public long progressUnits()

Specified by:

progressUnits in class hex.Model.Parameters

validate

public void validate(GLM glm)

variance

public final double variance(double mu)

canonical

public final boolean canonical()

deviance

public final double deviance(double yr,
                             double ym)

deviance

public final double deviance(float yr,
                             float ym)

likelihood

public final double likelihood(double yr,
                               double ym)

likelihood

public final double likelihood(double w,
                               double yr,
                               double[] ym)

linkDeriv

public final double linkDeriv(double x)

linkInv

public final double linkInv(double x)

interactionSpec

public hex.Model.InteractionSpec interactionSpec()

missingValuesHandling

public GLMModel.GLMParameters.MissingValuesHandling missingValuesHandling()

imputeMissing

public boolean imputeMissing()

makeImputer

public DataInfo.Imputer makeImputer()

setDistributionFamily

public void setDistributionFamily(hex.genmodel.utils.DistributionFamily distributionFamily)

Overrides:

setDistributionFamily in class hex.Model.Parameters

getDistributionFamily

public hex.genmodel.utils.DistributionFamily getDistributionFamily()

Overrides:

getDistributionFamily in class hex.Model.Parameters

updateTweedieParams

public void updateTweedieParams(double tweedieVariancePower,
                                double tweedieLinkPower,
                                double dispersion)