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Online learning algorithms: Perceptron, Passive-Aggressive, OGD, and FTRL.
All algorithms process one sample at a time with O(d) memory where d is the number of features, making them suitable for streaming and large-scale applications where the full dataset cannot be held in memory.
§Algorithms
Perceptron: Classic binary classifier (Rosenblatt 1958)PassiveAggressive: PA, PA-I, PA-II variants (Crammer et al. 2006)OnlineGradientDescent: OGD with squared/hinge/logistic lossesFtrl: Follow the Regularized Leader-Proximal (McMahan et al. 2013)
Structs§
- Ftrl
- Follow the Regularized Leader — Proximal (McMahan et al. 2013).
- Online
Gradient Descent - Online Gradient Descent for convex losses.
- Online
Stats - Cumulative statistics for an online learning session.
- Online
Update Result - Result of a single online update step.
- Passive
Aggressive - Passive-Aggressive classifier (Crammer et al. 2006).
- Perceptron
- Binary Perceptron classifier (Rosenblatt 1958).
Enums§
- OGDLoss
- Loss function for
OnlineGradientDescent. - Online
Error - Errors that can arise in online learning routines.
- PAVariant
- Selects the PA update variant.
Traits§
- Online
Learner - Trait for online learners that update one sample at a time.
Functions§
- online_
evaluate - Evaluate an online learner sequentially on a dataset.