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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.
Getting started
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Package details |
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| Author | Vilhelm von Ehrenheim [aut, cre] |
| Maintainer | Vilhelm von Ehrenheim <vonehrenheim@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.3.0 |
| URL | https://github.com/while/FTRLProximal |
| Package repository | View on CRAN |
| Installation |
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