Fair Value of Financial Assets and Liabilities - Derivative Instruments (Tables)

12 Months Ended

Dec. 31, 2014

Derivatives And Fair Value [Line Items]

Schedule of Derivative Liabilities at Fair Value [Table Text Block]

The following fair value hierarchy table presents information about each major category of the Company's financial liabilities measured at fair value on a recurring basis:

	Quoted Prices in Active Markets for Identical Items (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
December 31, 2014
Liabilities
Series B redeemable convertible preferred stock	$	—	$	—	$	12,320,000	$	12,320,000
Warrant liability		—		—		5,826,000		5,826,000
Total liabilities	$	—	$	—	$	18,146,000	$	18,146,000
December 31, 2013
Liabilities
Series B redeemable convertible preferred stock	$	—	$	—	$	40,791,000	$	40,791,000
Warrant liability		—		—		16,871,000		16,871,000
Total liabilities	$	—	$	—	$	57,662,000	$	57,662,000

Fair Value, Liabilities Measured on Recurring Basis [Table Text Block]

The following table sets forth a summary of changes in the fair value of the Company's Series B redeemable convertible preferred stock derivative and warrant liability, which represents a recurring measurement that is classified within Level 3 of the fair value hierarchy, wherein fair value is estimated using significant unobservable inputs:

	Warrant Liability		Series B Redeemable Preferred Stock
Balance as of December 31, 2013	$	16,871,000	$	40,791,000
Reclassification to equity upon conversion or exercise		(1,590,000)		(707,000)
Changes in estimated fair value		(9,455,000)		(27,764,000)
Balance as of December 31, 2014	$	5,826,000	$	12,320,000

Redeemable Convertible Preferred Stock [Member]

Derivatives And Fair Value [Line Items]

Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]

The fair value of the preferred stock derivative on the date of issuance and on each re-measurement date is estimated using the Monte Carlo valuation model using the following assumptions:

	December 31, 2014			December 31, 2013
Volatility		91	%		177	%
Risk-free interest rate		0.36	%		0.48	%
Dividend yield		0.0	%		0.0	%
Exercise price	$	0.14		$	0.14
Common stock closing price	$	0.21		$	0.50

Warrant [Member]

Derivatives And Fair Value [Line Items]

Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]

The fair value of the warrants on the date of issuance and on each re-measurement date for warrants classified as liabilities is estimated using the Monte Carlo valuation model using the following assumptions:

	December 31, 2014												December 31, 2013
	2011			June 26, 2013			July 15, 2013			December 23, 2013			2011			June 26, 2013			July 15, 2013			December 23, 2013
Volatility		155	%		155	%		155	%		151	%		155	%		152	%		151	%		164	%
Expected term (years)		1.98			3.49			3.54			3.98			2.98			4.49			4.54			4.98
Risk-free interest rate		0.67	%		1.23	%		1.25	%		1.37	%		0.78	%		1.50	%		1.53	%		1.74	%
Dividend yield		0.0	%		0.0	%		0.0	%		0.0	%		0.0	%		0.0	%		0.0	%		0.0	%
Exercise price	$	0.46		$	0.14		$	0.14		$	0.25		$	0.46		$	0.14		$	0.14		$	0.25
Common stock closing price	$	0.21		$	0.21		$	0.21		$	0.21		$	0.50		$	0.50		$	0.50		$	0.50