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Posted to user@spark.apache.org by shmoanne <jl...@eng.ucsd.edu> on 2015/03/28 03:11:58 UTC
Setting a custom loss function for GradientDescent
I am working with the mllib.optimization.GradientDescent class and I'm
confused about how to set a custom loss function with setGradient?
For instance, if I wanted my loss function to be x^2 how would I go about
setting it using setGradient?
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Re: Setting a custom loss function for GradientDescent
Posted by Xiangrui Meng <me...@gmail.com>.
You can extend Gradient, e.g.,
https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala#L266,
and use it in GradientDescent:
https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala#L149.
Please note that this is a developer API. -Xiangrui
On Fri, Mar 27, 2015 at 7:11 PM, shmoanne <jl...@eng.ucsd.edu> wrote:
> I am working with the mllib.optimization.GradientDescent class and I'm
> confused about how to set a custom loss function with setGradient?
>
> For instance, if I wanted my loss function to be x^2 how would I go about
> setting it using setGradient?
>
>
>
> --
> View this message in context: http://apache-spark-user-list.1001560.n3.nabble.com/Setting-a-custom-loss-function-for-GradientDescent-tp22263.html
> Sent from the Apache Spark User List mailing list archive at Nabble.com.
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: user-unsubscribe@spark.apache.org
> For additional commands, e-mail: user-help@spark.apache.org
>
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