sgd: Stochastic Gradient Descent for Scalable Estimation

A fast and flexible set of tools for large scale estimation. It features many stochastic gradient methods, built-in models, visualization tools, automated hyperparameter tuning, model checking, interval estimation, and convergence diagnostics.

Install the latest version of this package by entering the following in R:
install.packages("sgd")
AuthorDustin Tran [aut, cre], Panos Toulis [aut], Tian Lian [ctb], Ye Kuang [ctb], Edoardo Airoldi [ctb]
Date of publication2016-01-05 21:12:16
MaintainerDustin Tran <dustin@cs.columbia.edu>
LicenseGPL-2
Version1.1
https://github.com/airoldilab/sgd

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Files

inst
inst/doc
inst/doc/sgd-jss.pdf.asis
inst/doc/sgd-jss.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/test-linear.R tests/testthat/test-lasso.R
src
src/Makevars
src/sgd
src/sgd/base_sgd.h
src/sgd/explicit_sgd.h
src/sgd/momentum_sgd.h
src/sgd/nesterov_sgd.h
src/sgd/implicit_sgd.h
src/validity-check
src/validity-check/cox_validity_check_model.h
src/validity-check/glm_validity_check_model.h
src/validity-check/validity_check.h
src/validity-check/m_validity_check_model.h
src/validity-check/gmm_validity_check_model.h
src/post-process
src/post-process/gmm_post_process.h
src/post-process/glm_post_process.h
src/post-process/cox_post_process.h
src/post-process/m_post_process.h
src/learn-rate
src/learn-rate/learn_rate_value.h
src/learn-rate/base_learn_rate.h
src/learn-rate/onedim_eigen_learn_rate.h
src/learn-rate/ddim_learn_rate.h
src/learn-rate/onedim_learn_rate.h
src/sgd.cpp
src/data
src/data/data_set.h
src/data/data_point.h
src/model
src/model/gmm_model.h
src/model/glm_model.h
src/model/base_model.h
src/model/cox_model.h
src/model/glm
src/model/glm/glm_family.h
src/model/glm/glm_transfer.h
src/model/m_model.h
src/model/m-estimation
src/model/m-estimation/m_loss.h
src/basedef.h
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
demo
demo/glm-poisson-regression.R demo/bench-corr-linear-regression.R demo/normal-method-of-moments.R demo/linear-regression.R demo/cox-regression.R demo/m-estimation.R demo/glm-logistic-regression.R
demo/00Index
demo/bench-linear-regression.R demo/bench-logistic-wine.R
data
data/winequality.rda
R
R/sgd.R R/data-winequality.R R/print.sgd.R R/RcppExports.R R/plot.sgd.R R/predict.sgd.R
vignettes
vignettes/sgd-jss.pdf.asis
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/print.sgd.Rd man/plot.sgd.Rd man/winequality.Rd man/sgd.Rd man/predict.sgd.Rd

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