35 lines
1.1 KiB
Markdown
35 lines
1.1 KiB
Markdown
Linear and Logistic Regression
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====
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* input format: LibSVM
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* Local Example: [run-linear.sh](run-linear.sh)
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* Runnig on Hadoop: [run-hadoop.sh](run-hadoop.sh)
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- Set input data to stdin, and model_out=stdout
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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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* objective [default = logistic]
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- can be linear or logistic
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* base_score [default = 0.5]
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- global bias, recommended set to mean value of label
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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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