lightning
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Published
20 hours ago •
scikit-learn-contrib
scikit-learn-contrib
FTRL solver
Hello,
Are there any plans of including FTRL solver to this library? I guess it's fairly straight forward. I'm sorry I might not be able to contribute it myself because I am not fluent in Cython etc. Reference:
- https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf
- https://www.kaggle.com/c/avazu-ctr-prediction/forums/t/10927/beat-the-benchmark-with-less-than-1mb-of-memory
Thanks!
For large datasets, we typically tend to use online learning and FTRL is known to do well because of the adaptive learning rate scheme and it's ability to activate a co-ordinate only after a category has been seen a good number of times in training data. In many competitions on Kaggle, I have seen FTRL doing far better than SGD and I believe it's a good algorithm to add to this library!
You can give as many +1 as you want, FTRL is not gonna implement itself :b
