bmrm
bmrm: Bundle Methods for Regularized Risk Minimization Package. Bundle methods for minimization of convex and non-convex risk under L1 or L2 regularization. Implements the algorithm proposed by Teo et al. (JMLR 2010) as well as the extension proposed by Do and Artieres (JMLR 2012). The package comes with lot of loss functions for machine learning which make it powerful for big data analysis. The applications includes: structured prediction, linear SVM, multi-class SVM, f-beta optimization, ROC optimization, ordinal regression, quantile regression, epsilon insensitive regression, least mean square, logistic regression, least absolute deviation regression (see package examples), etc... all with L1 and L2 regularization.
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References in zbMATH (referenced in 19 articles )
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Sorted by year (- James, Gareth M.; Paulson, Courtney; Rusmevichientong, Paat: Penalized and constrained optimization: an application to high-dimensional website advertising (2020)
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- Wang, Mengdi: Vanishing price of decentralization in large coordinative nonconvex optimization (2017)
- Antoniuk, Kostiantyn; Franc, Vojtěch; Hlaváč, Václav: V-shaped interval insensitive loss for ordinal classification (2016)
- Cheng, Fan; Zhou, Yuan; Gao, Jian; Zheng, Shuangqiu: Efficient optimization of (F)-measure with cost-sensitive SVM (2016)
- Nagesseur, Ludovic: A bundle method using two polyhedral approximations of the (\epsilon)-enlargement of a maximal monotone operator (2016)
- Tibshirani, Ryan J.: A general framework for fast stagewise algorithms (2015)
- Lee, Ching-Pei; Lin, Chih-Jen: Large-scale linear rankSVM (2014)
- Zhang, Xinhua; Saha, Ankan; Vishwanathan, S. V. N.: Accelerated training of max-margin Markov networks with kernels (2014)
- Bach, Francis: Learning with submodular functions: a convex optimization perspective (2013)
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- Daumé, Hal III; Phillips, Jeff M.; Saha, Avishek; Venkatasubramanian, Suresh: Efficient protocols for distributed classification and optimization (2012)
- Do, Trinh Minh Tri; Artières, Thierry: Regularized bundle methods for convex and non-convex risks (2012)
- Lin, Huiling: An inexact spectral bundle method for convex quadratic semidefinite programming (2012)
- Airola, Antti; Pahikkala, Tapio; Waegeman, Willem; De Baets, Bernard; Salakoski, Tapio: An experimental comparison of cross-validation techniques for estimating the area under the ROC curve (2011)
- Nowozin, Sebastian; Lampert, Christoph H.: Structured learning and prediction in computer vision (2011)
- Boyd, Stephen; Parikh, Neal; Chu, Eric; Peleato, Borja; Eckstein, Jonathan: Distributed optimization and statistical learning via the alternating direction method of multipliers (2010)
- Teo, Choon Hui; Vishwanthan, S. V. N.; Smola, Alex J.; Le, Quoc V.: Bundle methods for regularized risk minimization (2010)