higrad

Statistical Inference for Online Learning and Stochastic Approximation via HiGrad

CRAN Package

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) doi:10.48550/arXiv.1802.04876 for details.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release03/14/2018

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  • Imports1 package