This package contains a fast and flexible set of tools for large scale estimation. It features many stochastic gradient methods, built-in models, visualization tools, automated hyperparameter tuning, model checking, interval estimation, and convergence diagnostics.
In the following table you will see listed some of the information on this package:
|
Package |
sgd |
|
Date |
January 5, 2016 |
|
Version |
1.1 |
|
Title |
Stochastic Gradient Descent for Scalable Estimation |
|
Author |
Dustin Tran, Panos Toulis, Tian Lian, Ye Kuang, and Edoardo Airoldi |
The following are the most useful functions used in regression analysis contained in this package:
- sgd: This function runs Stochastic Gradient Descent ...
