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_1.1.2.tgz(r-4.4-x86_64)sgd_1.1.2.tgz(r-4.4-arm64)sgd_1.1.2.tgz(r-4.3-x86_64)sgd_1.1.2.tgz(r-4.3-arm64)
sgd_1.1.2.tar.gz(r-4.5-noble)sgd_1.1.2.tar.gz(r-4.4-noble)
sgd_1.1.2.tgz(r-4.4-emscripten)sgd_1.1.2.tgz(r-4.3-emscripten)
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'))

Peer review:

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-datadata-analysisgradient-descentstatistics

7.57 score 62 stars 75 scripts 312 downloads 2 mentions 2 exports 34 dependencies

Last updated 10 months agofrom:92246a3e1d. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-win-x86_64OKNov 12 2024
R-4.5-linux-x86_64OKNov 12 2024
R-4.4-win-x86_64OKNov 12 2024
R-4.4-mac-x86_64OKNov 12 2024
R-4.4-mac-aarch64OKNov 12 2024
R-4.3-win-x86_64OKNov 12 2024
R-4.3-mac-x86_64OKNov 12 2024
R-4.3-mac-aarch64OKNov 12 2024

Exports:predict_allsgd

Dependencies:BHbigmemorybigmemory.sriclicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8uuidvctrsviridisLitewithr

Stochastic gradient decent methods for estimation with large data sets

Rendered fromsgd-jss.pdf.asisusingR.rsp::asison Nov 12 2024.

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