Large Regressions
Overview
Uses gradient descent to minimize the sum of squared residuals for the regression problem. Can include an L2 penalty on the coefficient matrix. This function is very useful when there is an initial guess of what B should be in Y = XB. In general, this function performs faster than R's lm function. GPU acceleration can be used to make this function extremely fast. This package suggests cudaMatrixOps, which is not on CRAN but can be downloaded at stanford.edu/~jeffwong.
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Documentation
- Help pages
- 2includes a package overview page
- Examples that run
- 0%2 hold no code
- Exported functions with examples
- 100%
- Documented parameters
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- Return-value docs
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- Help pages citing references
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Downloads
Dependencies
Code & Tests
People & History
- RR 3.2.0 released · 2015-04-16
- archivedRemoved from CRAN2014-11-24maintainer address <<jeff.ct.wong@stanford.edu> bounced
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 1.02011-08-05
- RR 2.13.0 released · 2011-04-13
Package metadata
- First published
- 2011-08-05
- Total releases
- 1 / 15 yrs
- License
- GPL
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