Package: higrad 0.1.0

higrad: Statistical Inference for Online Learning and Stochastic Approximation via HiGrad

Implements the Hierarchical Incremental GRAdient Descent (HiGrad) algorithm, a first-order algorithm for finding the minimizer of a function in online learning just like stochastic gradient descent (SGD). In addition, this method attaches a confidence interval to assess the uncertainty of its predictions. See Su and Zhu (2018) <arxiv:1802.04876> for details.

Authors:Weijie Su [aut], Yuancheng Zhu [aut, cre]

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NEWS

# Install 'higrad' in R:
install.packages('higrad', repos = c('https://captainyc.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 7 scripts 138 downloads 1 exports 2 dependencies

Last updated 7 years agofrom:a4ca1712ef. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-winOKNov 15 2024
R-4.5-linuxOKNov 15 2024
R-4.4-winOKNov 15 2024
R-4.4-macOKNov 15 2024
R-4.3-winOKNov 15 2024
R-4.3-macOKNov 15 2024

Exports:higrad

Dependencies:latticeMatrix