FTRLProximal: FTRL Proximal Implementation for Elastic Net Regression

Implementation of Follow The Regularized Leader (FTRL) Proximal algorithm, proposed by McMahan et al. (2013) <doi:10.1145/2487575.2488200>, used for online training of large scale regression models using a mixture of L1 and L2 regularization.

AuthorVilhelm von Ehrenheim [aut, cre]
Date of publication2017-01-03 11:25:34
MaintainerVilhelm von Ehrenheim <vonehrenheim@gmail.com>
LicenseMIT + file LICENSE
Version0.3.0
https://github.com/while/FTRLProximal

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Files

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_print.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

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