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@ -8,6 +8,8 @@ It also contain links to the Machine Learning packages that uses rabit.
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Toolkits
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====
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* [KMeans Clustering](kmeans)
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* [Linear and Logistic Regression](liner)
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* [XGBoost: eXtreme Gradient Boosting](https://github.com/tqchen/xgboost/tree/master/multi-node)
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- xgboost is a very fast boosted tree(also known as GBDT) library, that can run more than
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10 times faster than existing packages
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@ -11,5 +11,3 @@ CFLAGS+=-fopenmp
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linear.o: linear.cc ../../src/*.h linear.h ../solver/*.h
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# dependenies here
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linear.rabit: linear.o lib
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@ -2,3 +2,28 @@ Linear and Logistic Regression
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====
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* input format: LibSVM
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* Example: [run-linear.sh](run-linear.sh)
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Parameters
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===
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All the parameters can be set by param=value
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#### Important Parameters
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* reg_L1 [default = 0]
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- l1 regularization co-efficient
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* reg_L2 [default = 1]
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- l2 regularization co-efficient
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* lbfgs_stop_tol [default = 1e-5]
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- relative tolerance level of loss reduction with respect to initial loss
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* max_lbfgs_iter [default = 500]
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- maximum number of lbfgs iterations
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### Optimization Related parameters
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* min_lbfgs_iter [default = 5]
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- minimum number of lbfgs iterations
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* max_linesearch_iter [default = 100]
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- maximum number of iterations in linesearch
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* linesearch_c1 [default = 1e-4]
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- c1 co-efficient in backoff linesearch
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* linesarch_backoff [default = 0.5]
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- backoff ratio in linesearch
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@ -57,12 +57,12 @@ class LBFGSSolver {
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LBFGSSolver(void) {
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// set default values
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reg_L1 = 0.0f;
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max_linesearch_iter = 1000;
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max_linesearch_iter = 100;
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linesearch_backoff = 0.5f;
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linesearch_c1 = 1e-4;
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min_lbfgs_iter = 5;
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max_lbfgs_iter = 1000;
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lbfgs_stop_tol = 3e-6f;
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max_lbfgs_iter = 500;
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lbfgs_stop_tol = 1e-5f;
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silent = 0;
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}
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virtual ~LBFGSSolver(void) {}
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@ -90,6 +90,15 @@ class LBFGSSolver {
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if (!strcmp("max_linesearch_iter", name)) {
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max_linesearch_iter = atoi(val);
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}
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if (!strcmp("max_lbfgs_iter", name)) {
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max_lbfgs_iter = atoi(val);
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}
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if (!strcmp("min_lbfgs_iter", name)) {
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min_lbfgs_iter = atoi(val);
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}
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if (!strcmp("linesearch_c1", name)) {
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linesearch_c1 = static_cast<float>(atof(val));
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}
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}
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/*!
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* \brief set objective function to optimize
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