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tqchen
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Linear and Logistic Regression
====
* input format: LibSVM
* Example: [run-linear.sh](run-linear.sh)
Parameters
===
All the parameters can be set by param=value
#### Important Parameters
* objective [default = logistic]
- can be linear or logistic
* base_score [default = 0.5]
- global bias, recommended set to mean value of label
* reg_L1 [default = 0]
- l1 regularization co-efficient
* reg_L2 [default = 1]
- l2 regularization co-efficient
* lbfgs_stop_tol [default = 1e-5]
- relative tolerance level of loss reduction with respect to initial loss
* max_lbfgs_iter [default = 500]
- maximum number of lbfgs iterations
### Optimization Related parameters
* min_lbfgs_iter [default = 5]
- minimum number of lbfgs iterations
* max_linesearch_iter [default = 100]
- maximum number of iterations in linesearch
* linesearch_c1 [default = 1e-4]
- c1 co-efficient in backoff linesearch
* linesarch_backoff [default = 0.5]
- backoff ratio in linesearch