xgboost::linear::CoordinateUpdater Class Reference

Coordinate descent algorithm that updates one feature per iteration. More...

Inheritance diagram for xgboost::linear::CoordinateUpdater:

Public Member Functions
void	Configure (Args const &args) override
	Initialize the updater with given arguments.
void	LoadConfig (Json const &in) override
	Load configuration from JSON object.
void	SaveConfig (Json *p_out) const override
	Save configuration to JSON object.
void	Update (HostDeviceVector< GradientPair > *in_gpair, DMatrix *p_fmat, gbm::GBLinearModel *model, double sum_instance_weight) override
	Updates linear model given gradients.
void	UpdateFeature (int fidx, int group_idx, std::vector< GradientPair > *in_gpair, DMatrix *p_fmat, gbm::GBLinearModel *model)
Public Member Functions inherited from xgboost::LinearUpdater
	~LinearUpdater () override=default
	virtual destructor

Additional Inherited Members
Static Public Member Functions inherited from xgboost::LinearUpdater
static LinearUpdater *	Create (const std::string &name, Context const *)
	Create a linear updater given name.
Protected Attributes inherited from xgboost::LinearUpdater
Context const *	ctx_

Detailed Description

Coordinate descent algorithm that updates one feature per iteration.

Member Function Documentation

Configure()

void xgboost::linear::CoordinateUpdater::Configure ( Args const &  args )

inlineoverridevirtual

Initialize the updater with given arguments.

Parameters

args	arguments to the objective function.

Implements xgboost::LinearUpdater.

LoadConfig()

void xgboost::linear::CoordinateUpdater::LoadConfig ( Json const &  in )

inlineoverridevirtual

Load configuration from JSON object.

Parameters

in	JSON object containing the configuration

Implements xgboost::Configurable.

SaveConfig()

void xgboost::linear::CoordinateUpdater::SaveConfig ( Json *  out ) const

inlineoverridevirtual

Save configuration to JSON object.

Parameters

out	pointer to output JSON object

Implements xgboost::Configurable.

Update()

void xgboost::linear::CoordinateUpdater::Update ( HostDeviceVector< GradientPair > *  in_gpair, DMatrix *  data, gbm::GBLinearModel *  model, double  sum_instance_weight  )

inlineoverridevirtual

Updates linear model given gradients.

Parameters

in_gpair	The gradient pair statistics of the data.
data	Input data matrix.
model	Model to be updated.
sum_instance_weight	The sum instance weights, used to normalise l1/l2 penalty.

Implements xgboost::LinearUpdater.

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The documentation for this class was generated from the following file:

• External/xgboost/src/linear/updater_coordinate.cc