Valuation Techniques and Unobservable Inputs Applied to Level Three Fair Value Measurements (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Common Stock Warrant Liability
Fair Value Inputs Liabilities Quantitative Information [Line Items]
Valuation Technique	Monte Carlo Simulation
Volatility	47.10%	49.90%
Expected term	3 years 4 months 24 days	4 years 4 months 24 days
Equity raise price discount assumption	25.00%	15.00%
Redeemable Preferred Stock
Fair Value Inputs Liabilities Quantitative Information [Line Items]
Valuation Technique	Hull & White model
Fair Value Inputs Credit Spread	17.50%
Significant Unobservable Inputs (Level 3) | Common Stock Warrant Liability
Fair Value Inputs Liabilities Quantitative Information [Line Items]
Estimated Fair Value, Liabilities	$ 4.4	$ 6.9
Valuation Technique	Monte Carlo Simulation
Volatility	47.10%	49.90%
Expected term	3 years 4 months 24 days	4 years 4 months 24 days
Equity Raise Probability	60.00%	60.00%
Equity raise price discount assumption	25.00%	15.00%
Significant Unobservable Inputs (Level 3) | Redeemable Preferred Stock
Fair Value Inputs Liabilities Quantitative Information [Line Items]
Estimated Fair Value, Liabilities	$ 26.8	$ 18.7
Valuation Technique	Discounted cash flow
Fair Value Inputs Credit Spread	15.00%	17.50%
Fair Value Inputs Redemption Period	44 months	56 months