ac457c56a2
* Use `UpdateAllowUnknown' for non-model related parameter. Model parameter can not pack an additional boolean value due to binary IO format. This commit deals only with non-model related parameter configuration. * Add tidy command line arg for use-dmlc-gtest.
72 lines
2.0 KiB
C++
72 lines
2.0 KiB
C++
/*!
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* Copyright 2018 by Contributors
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* \file param.h
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* \brief training parameters.
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*/
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#ifndef XGBOOST_LINEAR_PARAM_H_
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#define XGBOOST_LINEAR_PARAM_H_
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#include "xgboost/parameter.h"
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namespace xgboost {
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namespace linear {
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/**
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* \brief A set of available FeatureSelector's
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*/
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enum FeatureSelectorEnum {
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kCyclic = 0,
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kShuffle,
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kThrifty,
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kGreedy,
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kRandom
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};
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struct LinearTrainParam : public XGBoostParameter<LinearTrainParam> {
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/*! \brief learning_rate */
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float learning_rate;
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/*! \brief regularization weight for L2 norm */
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float reg_lambda;
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/*! \brief regularization weight for L1 norm */
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float reg_alpha;
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int feature_selector;
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// declare parameters
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DMLC_DECLARE_PARAMETER(LinearTrainParam) {
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DMLC_DECLARE_FIELD(learning_rate)
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.set_lower_bound(0.0f)
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.set_default(0.5f)
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.describe("Learning rate of each update.");
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DMLC_DECLARE_FIELD(reg_lambda)
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.set_lower_bound(0.0f)
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.set_default(0.0f)
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.describe("L2 regularization on weights.");
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DMLC_DECLARE_FIELD(reg_alpha)
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.set_lower_bound(0.0f)
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.set_default(0.0f)
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.describe("L1 regularization on weights.");
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DMLC_DECLARE_FIELD(feature_selector)
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.set_default(kCyclic)
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.add_enum("cyclic", kCyclic)
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.add_enum("shuffle", kShuffle)
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.add_enum("thrifty", kThrifty)
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.add_enum("greedy", kGreedy)
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.add_enum("random", kRandom)
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.describe("Feature selection or ordering method.");
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// alias of parameters
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DMLC_DECLARE_ALIAS(learning_rate, eta);
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DMLC_DECLARE_ALIAS(reg_lambda, lambda);
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DMLC_DECLARE_ALIAS(reg_alpha, alpha);
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}
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/*! \brief Denormalizes the regularization penalties - to be called at each update */
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void DenormalizePenalties(double sum_instance_weight) {
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reg_lambda_denorm = reg_lambda * sum_instance_weight;
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reg_alpha_denorm = reg_alpha * sum_instance_weight;
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}
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// denormalizated regularization penalties
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float reg_lambda_denorm;
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float reg_alpha_denorm;
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};
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} // namespace linear
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} // namespace xgboost
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#endif // XGBOOST_LINEAR_PARAM_H_
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