/stat

common data analysis methods

Primary LanguageScalaMIT LicenseMIT

Experimental Scala library for simple data analysis methods

  1. Linear, logistic and multinomial regularized regression (L1, L2, ElasticNet)
  2. stochastic gradient descent, FISTA, coordinate descent
  3. cross validation
  4. Basic sparse matrix operations
  5. PCA, SVD
  6. k-means, k-medoid

Most of these work on both sparse and dense matrices.

License

MIT, 2016 Istvan Bartha