Package: higrad
Type: Package
Title: Statistical Inference for Online Learning and Stochastic
        Approximation via HiGrad
Version: 0.1.0
Authors@R: c(
    person("Weijie", "Su", email = "suw@wharton.upenn.edu", role = "aut"),
    person("Yuancheng", "Zhu", email = "yuancheng.zhu@gmail.com", role = c("aut", "cre")))
Description: 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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 6.0.1
Imports: Matrix
NeedsCompilation: no
Packaged: 2026-10-11 08:22:29 UTC; root
Author: Weijie Su [aut], Yuancheng Zhu [aut, cre]
Maintainer: Yuancheng Zhu <yuancheng.zhu@gmail.com>
Repository: https://captainyc.r-universe.dev
Date/Publication: 2018-03-14 14:44:13 UTC
RemoteUrl: https://github.com/cran/higrad
RemoteRef: HEAD
RemoteSha: a4ca1712ef02464b7173c7c28e38d26a2ff41cac