FTRLProx_validate_spMatrix: FTRL-Proximal Linear Model Validation Function

In rFTRLProximal: FTRL-Proximal Algorithm

Description

FTRLProx_validate_spMatrix validates the performance of FTRL-Proximal online learning model. This function is an C++ implementation. This function is used internally and is not intended for end-user direct usage.

Usage

FTRLProx_validate_spMatrix(x, y, family, params, epoch, val_x, val_y, eval,
  verbose)

Arguments

x	a transposed dgCMatrix.
y	a vector containing labels.
family	link function to be used in the model. "gaussian", "binomial" and "poisson" are avaliable.
params	a list of parameters of FTRL-Proximal Algorithm. alpha alpha in the per-coordinate learning rate beta beta in the per-coordinate learning rate l1 L1 regularization parameter l2 L2 regularization parameter
epoch	The number of iterations over training data to train the model.
val_x	a transposed dgCMatrix for validation.
val_y	a vector containing labels for validation.
eval	a evaluation metrics computing function, the first argument shoule be prediction, the second argument shoule be label.
verbose	logical value. Indicating if the validation result for each epoch is displayed or not.

Value

a FTRL-Proximal linear model object

rFTRLProximal documentation built on May 29, 2017, 9:50 p.m.