FTRLProximal: FTRL Proximal Implementation for Elastic Net Regression

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Implementation of Follow The Regularized Leader (FTRL) Proximal algorithm used for online training of large scale regression models using a mixture of L1 and L2 regularization.

Author
Vilhelm von Ehrenheim [aut, cre]
Date of publication
2016-11-11 12:09:23
Maintainer
Vilhelm von Ehrenheim <vonehrenheim@gmail.com>
License
MIT + file LICENSE
Version
0.1.2
URLs

View on CRAN

Man pages

coef.ftrlprox
coef.ftrlprox
ftrlprox
FTRL Proximal
ftrlprox.default
FTRL Proximal for matrix class
ftrlprox.formula
FTRL Proximal formula
initialize.ftrlprox
Initialize empty FTRL Proximal class
predict.ftrlprox
Predict function for FTRLProx models
print.ftrlprox
Print a ftrlprox model
update.ftrlprox
Update FTRL Proximal model

Files in this package

FTRLProximal
FTRLProximal/tests
FTRLProximal/tests/memcheck
FTRLProximal/tests/memcheck/norm2d.r
FTRLProximal/tests/testthat.R
FTRLProximal/tests/testthat
FTRLProximal/tests/testthat/test_predict.r
FTRLProximal/tests/testthat/test_ftrlprox_matrix.r
FTRLProximal/tests/testthat/test_ftrlprox_formula.r
FTRLProximal/tests/testthat/test_ftrlprox_sparse.r
FTRLProximal/tests/testthat/test_initialize_ftrlprox.r
FTRLProximal/tests/testthat/test_update_ftrlprox.r
FTRLProximal/src
FTRLProximal/src/Makevars
FTRLProximal/src/lognet.c
FTRLProximal/src/matrix_helpers.c
FTRLProximal/src/matrix_helpers.h
FTRLProximal/src/list.h
FTRLProximal/src/splognet.c
FTRLProximal/NAMESPACE
FTRLProximal/R
FTRLProximal/R/coef.ftrlprox.r
FTRLProximal/R/ftrlprox.r
FTRLProximal/R/update.ftrlprox.r
FTRLProximal/R/ftrlprox.default.r
FTRLProximal/R/print.ftrlprox.r
FTRLProximal/R/initialize.ftrlprox.r
FTRLProximal/R/ftrlprox.formula.r
FTRLProximal/R/predict.ftrlprox.r
FTRLProximal/README.md
FTRLProximal/MD5
FTRLProximal/DESCRIPTION
FTRLProximal/man
FTRLProximal/man/ftrlprox.default.Rd
FTRLProximal/man/initialize.ftrlprox.Rd
FTRLProximal/man/print.ftrlprox.Rd
FTRLProximal/man/ftrlprox.Rd
FTRLProximal/man/update.ftrlprox.Rd
FTRLProximal/man/coef.ftrlprox.Rd
FTRLProximal/man/predict.ftrlprox.Rd
FTRLProximal/man/ftrlprox.formula.Rd
FTRLProximal/LICENSE