ftrlprox.default: FTRL Proximal for matrix class

Description Usage Arguments Details Value Author(s)

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


while/FTRLProximal documentation built on May 4, 2019, 5:23 a.m.