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d4ec037 fix rabit 6612fcf Merge branch 'master' of ssh://github.com/tqchen/rabit d29892c add mock option statis 4fa054e new tracker 75c647c update tracker for host IP e4ce8ef add hadoop linear example 76ecb4a add hadoop linear example 2e1c4c9 add hadoop linear example git-subtree-dir: subtree/rabit git-subtree-split: d4ec037f2e94c52fbbc5acfe14824454b4a26cec
Linear and Logistic Regression
- input format: LibSVM
- Local Example: run-linear.sh
- Runnig on Hadoop: run-hadoop.sh
- Set input data to stdin, and model_out=stdout
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