StochasticRegression

@Serializable

@SerialName(value = "StochasticRegression")

data class StochasticRegression(val featureSize: Int, val optimizer: OptimizerSpec = Sgd(), val biasOptimizer: OptimizerSpec = optimizer, val penalty: Penalty = Penalty.None, val link: Link = Link.Identity) : RegressionStatSpec<StochasticRegressionResult> (source)

Spec for StochasticRegressionStat: online GLM with a configurable optimizer.

Constructors

constructor(featureSize: Int, optimizer: OptimizerSpec = Sgd(), biasOptimizer: OptimizerSpec = optimizer, penalty: Penalty = Penalty.None, link: Link = Link.Identity)(source)

Update rule for the bias scalar; defaults to optimizer.

Number of input features.

GLM link function; Link.Identity gives plain OLS.

Per-coordinate update rule for the weight vector.

Gradient-step regulariser. Requires Sgd optimizers.