dselivanov/FTRL: FTRL proximal algorithm for large scale online lerning

Fast C++ implementation of FTRL-proximal algorithm. Package can take advatage of multicore systems with OpenMP support - learning can be done in parallel using Hogwild! style asynchronous updates of model parameters.

Getting started

Package details

AuthorDmitriy Selivanov
MaintainerDmitriy Selivanov <selivanov.dmitriy@gmail.com>
License GPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
dselivanov/FTRL documentation built on May 15, 2019, 2:59 p.m.