Derivative and Other Financial Instruments and Fair Value Measurements - Valuation Techniques and Unobservable Inputs Applied to Level Three Fair Value Measurements (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Common Stock Warrant Liability
Valuation techniques and unobservable inputs
Valuation Technique	Black-Scholes	Monte Carlo simulation
Volatility		47.10%
Expected term		3 years 4 months 24 days
Equity raise probability	0.00%	60.00%
Equity raise price discount assumption		15.00%
Redeemable Preferred Stock, Series B
Valuation techniques and unobservable inputs
Valuation Technique	Hull & White model
Fair Value Inputs Credit Spread	17.50%
Level 3 | Common Stock Warrant Liability
Valuation techniques and unobservable inputs
Estimated Fair Value, Liabilities		$ 4.4
Valuation Technique	Black-Scholes	Monte Carlo Simulation
Volatility	107.60%	47.10%
Expected term	2 years 4 months 24 days	3 years 4 months 24 days
Equity raise probability		60.00%
Issue price discount to fair value		25.00%
Level 3 | Redeemable Preferred Stock, Series B
Valuation techniques and unobservable inputs
Estimated Fair Value, Liabilities	$ 13.1	$ 26.8
Valuation Technique	RI Plan	Discounted cash flow
Fair Value Inputs Credit Spread		15.00%
Fair Value Inputs Redemption Period		44 months
Plan Sponsor | Level 3 | Redeemable Preferred Stock, Series B
Valuation techniques and unobservable inputs
Percentage ownership change	49.00%
Redeemable Preferred Stockholder | Level 3 | Redeemable Preferred Stock, Series B
Valuation techniques and unobservable inputs
Percentage ownership change	31.00%