Regression Analysis with R

The sgd package

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.

The following table gives some information about this package:

Package	sgd
Date	January 05, 2016
Version	1.1
Title	Stochastic Gradient Descent for Scalable Estimation
Authors	Dustin Tran, Panos Toulis, Tian Lian, Ye Kuang, and Edoardo Airoldi

 

Here are the most useful functions used in regression analysis contained in this package:

• sgd: This function runs SGD in order to optimize the induced loss function given ...