Package: sgd 1.1.2

Junhyung Lyle Kim

sgd: Stochastic Gradient Descent for Scalable Estimation

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.

Authors:Junhyung Lyle Kim [cre, aut], Dustin Tran [aut], Panos Toulis [aut], Tian Lian [ctb], Ye Kuang [ctb], Edoardo Airoldi [ctb]

sgd_1.1.2.tar.gz
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sgd.pdf |sgd.html✨
sgd/json (API)
NEWS

# Install 'sgd' in R:

install.packages('sgd', repos = c('https://airoldilab.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/airoldilab/sgd/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

winequality - Wine quality data of white wine samples from Portugal

On CRAN:

big-data data-analysis gradient-descent statistics

7.54 score 60 stars 72 scripts 255 downloads 2 mentions 2 exports 34 dependencies

Last updated 9 months agofrom:92246a3e1d. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 13 2024
R-4.5-win-x86_64	OK	Oct 13 2024
R-4.5-linux-x86_64	OK	Oct 13 2024
R-4.4-win-x86_64	OK	Oct 13 2024
R-4.4-mac-x86_64	OK	Oct 13 2024
R-4.4-mac-aarch64	OK	Oct 13 2024
R-4.3-win-x86_64	OK	Oct 13 2024
R-4.3-mac-x86_64	OK	Oct 13 2024
R-4.3-mac-aarch64	OK	Oct 13 2024

Exports:predict_all sgd

Dependencies:BH bigmemory bigmemory.sri cli colorspace fansi farver ggplot2 glue gtable isoband labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig R6 RColorBrewer Rcpp RcppArmadillo rlang scales tibble utf8 uuid vctrs viridisLite withr

Stochastic gradient decent methods for estimation with large data sets

Rendered fromsgd-jss.pdf.asisusingR.rsp::asison Oct 13 2024.

Last update: 2015-09-22
Started: 2015-09-22

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Extract Model Coefficients	coef.sgd
Extract Model Fitted Values	fitted.sgd
Plot objects of class 'sgd'.	plot.list plot.sgd
Model Predictions	predict.sgd predict_all
Print objects of class 'sgd'.	print.sgd
Extract Model Residuals	residuals.sgd
Stochastic gradient descent	sgd sgd.big.matrix sgd.formula sgd.matrix
Wine quality data of white wine samples from Portugal	winequality