guocheng18/FTRL-pytorch

Implementation of FTRL (Follow the Regularized Leader)

Usage

>>> from ftrl import FTRL
>>> optimizer = FTRL(model.parameters(), alpha=1.0, beta=1.0, l1=1.0, l2=1.0)

References

McMahan et al. Ad Click Prediction: a View from the Trenches. ACM SIGKDD 2013