FTRL | R Documentation |
FTRL \insertCiteshalev2007primalopera and Chap. 5 of \insertCitehazan2019introductionopera is the online counterpart of empirical risk minimization. It is a family of aggregation rules (including OGD) that uses at any time the empirical risk minimizer so far with an additional regularization. The online optimization can be performed on any bounded convex set that can be expressed with equality or inequality constraints. Note that this method is still under development and a beta version.
FTRL( y, experts, eta = NULL, fun_reg = NULL, fun_reg_grad = NULL, constr_eq = NULL, constr_eq_jac = NULL, constr_ineq = NULL, constr_ineq_jac = NULL, loss.type = list(name = "square"), loss.gradient = TRUE, w0 = NULL, max_iter = 50, obj_tol = 0.01, training = NULL, default = FALSE, quiet = TRUE )
y |
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experts |
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eta |
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fun_reg |
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fun_reg_grad |
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constr_eq |
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constr_eq_jac |
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constr_ineq |
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constr_ineq_jac |
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loss.type |
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loss.gradient |
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w0 |
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max_iter |
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obj_tol |
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training |
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default |
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quiet |
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object of class mixture.
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