Implementation of Follow The Regularized Leader (FTRL) Proximal algorithm, proposed by McMahan et al. (2013) , used for online training of large scale regression models using a mixture of L1 and L2 regularization.

Documentation

Manual: FTRLProximal.pdf
Vignette: None available.

Maintainer: Vilhelm von Ehrenheim <vonehrenheim at gmail.com>

Author(s): Vilhelm von Ehrenheim*

Install package and any missing dependencies by running this line in your R console:

install.packages("FTRLProximal")

Depends R (>= 3.2.3)
Imports Matrix, methods
Suggests testthat, covr, mlbench
Enhances
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Package FTRLProximal
Materials
URL https://github.com/while/FTRLProximal
Task Views
Version 0.3.0
Published 2017-01-03
License MIT + file LICENSE
BugReports https://github.com/while/FTRLProximal/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks FTRLProximal check results
Package source FTRLProximal_0.3.0.tar.gz