kumulant
com.eignex.kumulant/schema/spec/StochasticRegression

StochasticRegression

@Serializable
@SerialName(value = "StochasticRegression")
data class StochasticRegression(val featureSize: Int, val optimizer: OptimizerSpec = StatDefaults.regressionOptimizer(), val biasOptimizer: OptimizerSpec = optimizer, val penalty: Penalty = StatDefaults.regressionPenalty, val link: Link = StatDefaults.regressionLink) : RegressionStatSpec<StochasticRegressionResult> (source)

Spec for StochasticRegressionStat: online GLM with a configurable optimizer.

Constructors

StochasticRegression

constructor(featureSize: Int, optimizer: OptimizerSpec = StatDefaults.regressionOptimizer(), biasOptimizer: OptimizerSpec = optimizer, penalty: Penalty = StatDefaults.regressionPenalty, link: Link = StatDefaults.regressionLink)(source)

Properties

biasOptimizer

val biasOptimizer: OptimizerSpec(source)

Update rule for the bias scalar; defaults to optimizer.

featureSize

val featureSize: Int(source)

Number of input features.

optimizer

val optimizer: OptimizerSpec(source)

Per-coordinate update rule for the weight vector.

penalty

val penalty: Penalty(source)

Gradient-step regulariser. Requires Sgd optimizers.