public static class ALS.CholeskySolver extends Object implements ALS.LeastSquaresNESolver
Constructor and Description |
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ALS.CholeskySolver() |
Modifier and Type | Method and Description |
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float[] |
solve(ALS.NormalEquation ne,
double lambda)
Solves a least squares problem with L2 regularization:
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public float[] solve(ALS.NormalEquation ne, double lambda)
min norm(A x - b)^2^ + lambda * norm(x)^2^
solve
in interface ALS.LeastSquaresNESolver
ne
- a ALS.NormalEquation
instance that contains AtA, Atb, and n (number of instances)lambda
- regularization constant