Commits · 7f79a731e885035d9be7bc561f0c9ecd6dcf97b4 · Jon Lachmann / sgd

Browse files

Sep 11, 2015
- remove script/ folder · 7f79a731
  Dustin Tran authored Sep 11, 2015
  
  7f79a731
- change model name in mom example · d513d147
  Dustin Tran authored Sep 11, 2015
  
  d513d147
- add better defaults to logistic demo · de487ded
  Dustin Tran authored Sep 11, 2015
  
  de487ded
- clean up comments · a776917b
  Dustin Tran authored Sep 11, 2015
  
  a776917b
- add correlated linear regression benchmark · 052a1ba6
  Dustin Tran authored Sep 11, 2015
  
  052a1ba6
- add elastic net penalty to implicit updates · 09f2e00d
  Dustin Tran authored Sep 11, 2015
  
  09f2e00d
- add optional convergence criterion to check against truth · 4c811cd6
  Dustin Tran authored Sep 11, 2015
  
  4c811cd6
Sep 09, 2015
- improve support for early convergence · bec23131
  Dustin Tran authored Sep 09, 2015
  
  bec23131
Sep 08, 2015
- update with new benchmark times; x2 faster · 827c77de
  Dustin Tran authored Sep 07, 2015
  
  827c77de
- fix DGP for m-estimation demo · 32b21f33
  Dustin Tran authored Sep 07, 2015
  
  32b21f33
Sep 07, 2015
- speed up m-estimation demo · cb87fede
  Dustin Tran authored Sep 07, 2015
  
  cb87fede
- make it optional to shuffle data set · 173bef7e
  Dustin Tran authored Sep 07, 2015
  
  173bef7e
- remove demo/m_estimation.R · 19d16e9f
  Dustin Tran authored Sep 07, 2015
  
  19d16e9f
- make C++ code rely on R seed; fix #69 · c71c2e56
  Dustin Tran authored Sep 07, 2015
  
  c71c2e56
- allow for plotting lists of sgd objects · 7a2cd55b
  Dustin Tran authored Sep 06, 2015
  
  7a2cd55b
- add plot diagnostic for mse against true parameters · aa80df60
  Dustin Tran authored Sep 06, 2015
  
  aa80df60
Sep 06, 2015
- update README.md · 7dcf8102
  Dustin Tran authored Sep 06, 2015
  
  7dcf8102
- add m-estimation · e1ab8df6
  Dustin Tran authored Sep 06, 2015
  
  e1ab8df6
- rename ee model to gmm · dcdefdac
  Dustin Tran authored Sep 06, 2015
  
  dcdefdac
- refactor implicit update code · 9111a4e4
  Dustin Tran authored Sep 05, 2015
  
  9111a4e4
Sep 05, 2015
- make bigmemory optional; fix #82 · 237cecc9
  Dustin Tran authored Sep 05, 2015
  
  237cecc9
Sep 03, 2015
- add warning message if reach max iters · ad886192
  Dustin Tran authored Sep 02, 2015
  
  ad886192
- relax input requirements, making glm compatible · d0183a13
  Dustin Tran authored Aug 23, 2015
  
  d0183a13
Aug 21, 2015
- Code for M-estimation. · e4766c2d
  ptoulis authored Aug 21, 2015
  
  e4766c2d
- Code for M-estimation. · 391275c8
  ptoulis authored Aug 21, 2015
  
  391275c8
Aug 18, 2015
- tease out generic methods as separate files · 7ce7db38
  Dustin Tran authored Aug 18, 2015
  
  7ce7db38
- clean up TODO comments · 75b8857b
  Dustin Tran authored Aug 18, 2015
  
  75b8857b
- move all library includes into basedef; clean up includes · d5b8bc75
  Dustin Tran authored Aug 18, 2015
  
  d5b8bc75
- add runtime plot · d02f430e
  Dustin Tran authored Aug 18, 2015
  
  d02f430e
Aug 16, 2015
- add predict method; make glm have compatible output as oall other built-in models · 2571a4c1
  Dustin Tran authored Aug 16, 2015
  
  2571a4c1
- add working plot_mse; add model name to sgd output · 51f17690
  Dustin Tran authored Aug 16, 2015
  
  51f17690
Aug 15, 2015
- add cox model · beee5eb5
  Dustin Tran authored Aug 14, 2015
  
  beee5eb5
Aug 13, 2015
- allow data_point class to display its index to the data set (for cox model) · 6bff0825
  Dustin Tran authored Aug 13, 2015
  
  6bff0825
Aug 12, 2015
- remove verbose comments · adefe592
  Dustin Tran authored Aug 12, 2015
  
  adefe592
- swap order of learning_rate args to follow convention of index first · 0bc343b0
  Dustin Tran authored Aug 12, 2015
  
  0bc343b0
- allow gradient to take in data index, not data point (relevant for cox model) · e98c14fa
  Dustin Tran authored Aug 12, 2015
  
  e98c14fa
- remove #include data_point header in learning rates · cea93717
  Dustin Tran authored Aug 12, 2015
  
  cea93717
Aug 11, 2015
- move delta private var to implicit_sgd derived class only · 0fcf8896
  Dustin Tran authored Aug 11, 2015
  
  0fcf8896
- remove need for grad_func(); let gradient potentially use all data · a3ac85db
  Dustin Tran authored Aug 11, 2015
  
  a3ac85db
Aug 10, 2015
- remove verbose comments · aaadd7b2
  Dustin Tran authored Aug 10, 2015
  
  aaadd7b2