datatable.models.Ftrl.__init__()

Create a new Ftrl object.

Parameters

alpha
float

\(\alpha\) in per-coordinate FTRL-Proximal algorithm, should be positive.

beta
float

\(\beta\) in per-coordinate FTRL-Proximal algorithm, should be non-negative.

lambda1
float

L1 regularization parameter, \(\lambda_1\) in per-coordinate FTRL-Proximal algorithm. It should be non-negative.

lambda2
float

L2 regularization parameter, \(\lambda_2\) in per-coordinate FTRL-Proximal algorithm. It should be non-negative.

nbins
int

Number of bins to be used for the hashing trick, should be positive.

mantissa_nbits
int

Number of mantissa bits to take into account when hashing floats. It should be non-negative and less than or equal to 52, that is a number of mantissa bits allocated for a C++ 64-bit double.

nepochs
float

Number of training epochs, should be non-negative. When nepochs is an integer number, the model will train on all the data provided to .fit() method nepochs times. If nepochs has a fractional part {nepochs}, the model will train on all the data [nepochs] times, i.e. the integer part of nepochs. Plus, it will also perform an additional training iteration on the {nepochs} fraction of data.

double_precision
bool

An option to indicate whether double precision, i.e. float64, or single precision, i.e. float32, arithmetic should be used for computations. It is not guaranteed that setting double_precision to True will automatically improve the model accuracy. It will, however, roughly double the memory footprint of the Ftrl object.

negative_class
bool

An option to indicate if a “negative” class should be created in the case of multinomial classification. For the “negative” class the model will train on all the negatives, and if a new label is encountered in the target column, its weights will be initialized to the current “negative” class weights. If negative_class is set to False, the initial weights become zeros.

interactions
List[List[str] | Tuple[str]] | Tuple[List[str] | Tuple[str]]

A list or a tuple of interactions. In turn, each interaction should be a list or a tuple of feature names, where each feature name is a column name from the training frame. Each interaction should have at least one feature.

model_type
"binomial" | "multinomial" | "regression" | "auto"

The model type to be built. When this option is "auto" then the model type will be automatically chosen based on the target column stype.

params
FtrlParams

Named tuple of the above parameters. One can pass either this tuple, or any combination of the individual parameters to the constructor, but not both at the same time.

except
ValueError

The exception is raised if both the params and one of the individual model parameters are passed at the same time.