FTRL-Proximal Algorithm

An efficient C++ based implementation of "Follow The (Proximally) Regularized Leader" online learning algorithm. This algorithm was proposed in McMahan et al. (2013) .


Reference manual

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1.0.0 by Yachen Yan, 3 years ago

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Authors: Author: Yachen Yan [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports stats, utils, data.table, Matrix, FeatureHashing, magrittr, foreach, Rcpp, RcppProgress

Suggests rBayesianOptimization, MLmetrics

Linking to Rcpp, RcppArmadillo, RcppProgress

See at CRAN