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higrad: Statistical Inference for Online Learning and Stochastic Approximation via HiGrad
Implements the Hierarchical Incremental GRAdient Descent (HiGrad) algorithm, a first-order algorithm for finding the minimizer of a function in online learning just like stochastic gradient descent (SGD). In addition, this method attaches a confidence interval to assess the uncertainty of its predictions. See Su and Zhu (2018) <arXiv:1802.04876> for details.
Getting started
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Package details |
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| Author | Weijie Su [aut], Yuancheng Zhu [aut, cre] |
| Maintainer | Yuancheng Zhu <yuancheng.zhu@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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