higrad (0.1.0)

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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) for details.

Maintainer: Yuancheng Zhu
Author(s): Weijie Su [aut], Yuancheng Zhu [aut, cre]

License: GPL-3

Uses: Matrix

Released almost 2 years ago.



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