FTRLProx.train.spMatrix: (Depreciated) FTRL-Proximal Linear Model Fitting Function

In yanyachen/rFTRLProximal: FTRL-Proximal Algorithm

Description

FTRLProx.train.spMatrix estimates the weights of linear model using FTRL-Proximal Algorithm. This function is an Pure R implementation. This function is used internally and is not intended for end-user direct usage.

Usage

FTRLProx.train.spMatrix(x, y, family, params, epoch, verbose)

Arguments

x	a transposed dgCMatrix.
y	a vector containing labels.
family	link function to be used in the model. "gaussian", "binomial" and "poisson" are avaliable.
params	a list of parameters of FTRL-Proximal Algorithm. alpha alpha in the per-coordinate learning rate beta beta in the per-coordinate learning rate l1 L1 regularization parameter l2 L2 regularization parameter
epoch	The number of iterations over training data to train the model.
verbose	logical value. Indicating if the progress bar is displayed or not.

Value

a vector of linear model weights

yanyachen/rFTRLProximal documentation built on May 4, 2019, 2:30 p.m.