ftrlprox.default: FTRL Proximal for matrix class

Description Usage Arguments Details Value Author(s)

View source: R/ftrlprox.default.r

Description

Online elastic net regression using the FTRL Proximal algorithm for training.

Usage

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## Default S3 method:
ftrlprox(x, y, lambda, alpha, a, b = 1, num_epochs = 1,
  save_loss = F, ...)

Arguments

x

the model matrix containing features

y

the response variable

lambda

regularization term

alpha

mixing parameter, alpha=0 corresponds to L2 regularization and alpha=1 to L1.

a

learning rate parameter.

b

learning rate parameter controlling decay, defaults to 1.

num_epochs

number of times we should traverse over the traiing set, defaults to 1.

save_loss

is to save the loss function during training.

...

additional args

Details

This method is intended for matrix input.

Value

ftrlprox model object

Author(s)

Vilhelm von Ehrenheim


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