Developer Guide for Intel® Data Analytics Acceleration Library 2019 Update 5
Coordinate Descent algorithm is a special case of an iterative solver. For parameters, input and output of iterative solvers, see Iterative Solver > Computation.
In addition to the input of a iterative solver, Coordinate Descent algorithm accepts the following parameters:
Parameter |
Default Value |
Description |
---|---|---|
algorithmFPType |
float |
The floating-point type that the algorithm uses for intermediate computations. Can be float or double. |
method |
defaultDense |
Performance-oriented method. |
engine |
SharePtr< engines:: mt19937:: Batch>() |
Pointer to the random number generator engine that is used internally during each iteration to choose a random component of the minimum result vector to be updated. |
positive |
false |
A boolean value. When set to true, it forces the coefficients to be positive. |
selection |
cyclic |
Value that specifies the strategy of certain coordinate selection on each iteration. Except for default ‘cyclic’ value, Coordinate Descent also supports: ‘random’ – on each iteration the index of coordinate is selected randomly by the engine. |
skipTheFirstComponents |
false |
A boolean value. When set to ‘true’, Coordinate Descent algorithm will skip the first component from optimization. |