Developer Guide

Contents

Computation

Coordinate Descent algorithm is a special case of an iterative solver. For parameters, input and output of iterative solvers, see Iterative Solver > Computation.

Algorithm parameters

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.

Product and Performance Information

1

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