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Sgdlibrary ⭐ 181

MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20

Ftrl Ffm ⭐ 34

Field-aware factorization machine (FFM) with FTRL

A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)

Gdlibrary ⭐ 27

Matlab library for gradient descent algorithms: Version 1.0.1

Clogistic ⭐ 23

Logistic regression with bound and linear constraints. L1, L2 and Elastic-Net regularization.

Sparsegdlibrary ⭐ 21

MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3

Classifier ⭐ 6

Machine learning code, derivatives calculation and optimization algorithms developed during the Machine Learning course at Universidade de Sao Paulo. All codes in Python, NumPy and Matplotlib with example in the end of file.

A Second-Order Method for Convex L1-Regularized Optimization with Active-Set Prediction

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