ftrl is a Java version of Follow-the-Regularized-Leader algorithm published in paper "Follow-the-Regularized-Leader and Mirror Descent: Equivalence Theorems and L1 Regularization". It can be used for classification problems with online convex optimization.
java -cp *.jar com.ilighti.ml.app.Train data/sample_libsvm_data.txt model
java -cp *.jar com.ilighti.ml.app.Predict data/sample_libsvm_data.txt model ouput
Contact happynoom@163.com to report any bugs.
The author is Xiaoyu Fang (Rain) from China. Please quot the source whenever you use it.
[1]Follow-the-Regularized-Leader and Mirror Descent: Equivalence Theorems and L1 Regularization. H. Brendan McMahan
[2]Ad Click Prediction: a View from the Trenches. H. Brendan McMahan, Gary Holt, D. Sculley, Michael Young,Dietmar Ebner, Julian Grady, Lan Nie, Todd Phillips, Eugene Davydov,Daniel Golovin, Sharat Chikkerur, Dan Liu, Martin Wattenberg, Arnar Mar Hrafnkelsson, Tom Boulos, Jeremy Kubica