tf.contrib.linear_optimizer.SdcaModel

View source on GitHub

Stochastic dual coordinate ascent solver for linear models.

tf.contrib.linear_optimizer.SdcaModel(
    examples, variables, options
)

Loss functions supported:

• Binary logistic loss
• Squared loss
• Hinge loss
• Smooth hinge loss

• Poisson log loss

  This class defines an optimizer API to train a linear model.

  Usage

# Create a solver with the desired parameters.
lr = tf.contrib.linear_optimizer.SdcaModel(examples, variables, options)
min_op = lr.minimize()
opt_op = lr.update_weights(min_op)

predictions = lr.predictions(examples)
# Primal loss + L1 loss + L2 loss.
regularized_loss = lr.regularized_loss(examples)
# Primal loss only
unregularized_loss = lr.unregularized_loss(examples)

examples: {
  sparse_features: list of SparseFeatureColumn.
  dense_features: list of dense tensors of type float32.
  example_labels: a tensor of type float32 and shape [Num examples]
  example_weights: a tensor of type float32 and shape [Num examples]
  example_ids: a tensor of type string and shape [Num examples]
}
variables: {
  sparse_features_weights: list of tensors of shape [vocab size]
  dense_features_weights: list of tensors of shape [dense_feature_dimension]
}
options: {
  symmetric_l1_regularization: 0.0
  symmetric_l2_regularization: 1.0
  loss_type: "logistic_loss"
  num_loss_partitions: 1 (Optional, with default value of 1. Number of
  partitions of the global loss function, 1 means single machine solver,
  and >1 when we have more than one optimizer working concurrently.)
  num_table_shards: 1 (Optional, with default value of 1. Number of shards
  of the internal state table, typically set to match the number of
  parameter servers for large data sets.
}

In the training program you will just have to run the returned Op from minimize().

# Execute opt_op and train for num_steps.
for _ in range(num_steps):
  opt_op.run()

# You can also check for convergence by calling
lr.approximate_duality_gap()

Methods

approximate_duality_gap

View source

approximate_duality_gap()

Add operations to compute the approximate duality gap.

minimize

View source

minimize(
    global_step=None, name=None
)

Add operations to train a linear model by minimizing the loss function.

predictions

View source

predictions(
    examples
)

Add operations to compute predictions by the model.

If logistic_loss is being used, predicted probabilities are returned. If poisson_loss is being used, predictions are exponentiated. Otherwise, (raw) linear predictions (w*x) are returned.

regularized_loss

View source

regularized_loss(
    examples
)

Add operations to compute the loss with regularization loss included.

unregularized_loss

View source

unregularized_loss(
    examples
)

Add operations to compute the loss (without the regularization loss).

update_weights

View source

update_weights(
    train_op
)

Updates the model weights.

This function must be called on at least one worker after minimize. In distributed training this call can be omitted on non-chief workers to speed up training.