/scalaML

Implement some ML algorithms in scala

Primary LanguageScala

scalaML

Implement some ML algorithms in scala.

  1. base bgd, sgd, mbgd to get started.
  2. Frequently-used GD algos：
    • SGD with momentum and NAG
    • AdaGrad
    • AdaDelta
    • RMSProp
    • Adam with AMSGrad
    • AdaMax
    • Nadam
    • FTRL_Proximal(online learning)
    • SWATS
  3. Quasi-Newton Methods
    • DFP with golden section method
    • BFGS with golden section method
    • CG with Fletcher-Reeves method
    • L-BFGS (implement with line search method of Wolfe-Powell)
  4. common loss function for binary classification.
  5. algos in package newml:
    • redesign ml for multi-classification

note:

  1. the package ml is just tested for binary classification(especially logloss) now.