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

Package details

AuthorVilhelm von Ehrenheim [aut, cre]
MaintainerVilhelm von Ehrenheim <[email protected]>
LicenseMIT + file LICENSE
Version0.3.0
URL https://github.com/while/FTRLProximal
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FTRLProximal")

Try the FTRLProximal package in your browser

Any scripts or data that you put into this service are public.

FTRLProximal documentation built on May 29, 2017, 5:39 p.m.