LBFGS optimier and new test cases for Poisson and Gamma regression #2
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BaiGang
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Jun 30, 2014
BaiGang
commented
- Add LBFGS optimizer to both Poisson and Gamma regression models.
- Add real-world data set to the test suites.
- Modify the ``generatePoissonInput()’’ method in test suite to generate multi-dimensional test data.
…est cases. Added a Poisson regression data generator for generating multi-dimensional test data.
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Both of us didn't use regParam in the updater. Do we want to remove this parameter or change SimpleUpdater to SquaredL2Updater or L1Updater?
Author
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Right. My opinion is that we keep this parameter, and use L2 regularization. Which regularization to use depends on the data set. In out test suite, L2 is preferable to L1 for the low-dimensional test data.
xwei-datageek
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Jul 2, 2014
LBFGS optimier and new test cases for Poisson and Gamma regression
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