Bounded Online Gradient Descent

Constructors

  • Parameters

    • Optionalb: number

      Maximum budget size

    • Optionaleta: number

      Stepsize

    • Optionallambda: number

      Regularization parameter

    • Optionalgamma: number

      Maximum coefficient

    • Optionalsampling: "uniform" | "nonuniform"

      Sampling approach

    • Optionalkernel:
          | "gaussian"
          | "polynomial"
          | { name: "gaussian"; s?: number }
          | { d?: number; name: "polynomial" }
          | (arg0: number[], arg1: number[]) => number

      Kernel name

    • Optionalloss: "zero_one" | "hinge"

      Loss type name

    Returns BOGD

Properties

_alpha: any[]
_b: number
_eta: number
_gamma: number
_gloss: (t: any, y: any) => -1 | 0
_kernel: any
_lambda: number
_sampling: "uniform" | "nonuniform"
_sv: any[]

Methods

  • Fit model.

    Parameters

    • x: number[][]

      Training data

    • y: (-1 | 1)[]

      Target values

    Returns void

  • Returns predicted values.

    Parameters

    • data: number[][]

      Sample data

    Returns (-1 | 1)[]

    Predicted values