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