13776a006a
4db0a62 bugfix of lazy prepare 87017bd license dc703e1 license c171440 change license to bsd 7db2070 Update README.md 581fe06 add mocktest d2f252f ok 4a5b9e5 add all 12ee049 init version of lbfgs 37a2837 complete lbfgs solver 6ade7cb complete lbfgs git-subtree-dir: subtree/rabit git-subtree-split: 4db0a62a068894a55f70bad5e80c33d4434fc834
Linear and Logistic Regression
- input format: LibSVM
- Example: 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