Add FTRL Optimizer with Group Lasso regularizer#8918
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xiuyanni wants to merge 1 commit intopytorch:fbsyncfrom
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Add FTRL Optimizer with Group Lasso regularizer#8918xiuyanni wants to merge 1 commit intopytorch:fbsyncfrom
xiuyanni wants to merge 1 commit intopytorch:fbsyncfrom
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Summary: Implement an optimzier based on FTRL Optimzier which support Gourp Lasso regularizer. The relevant paper list for this optimizer: 1. About the FTRL Optimizer: https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/41159.pdf, 2. About the group lasso regularizer solver: http://www.cse.cuhk.edu.hk/~king/PUB/ICML2010-Yang-473.pdf Differential Revision: D8623146 fbshipit-source-id: 6bc3216eef114e1a49ae5ac5c085cbc4c4274f2b
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Summary:
Implement an optimzier based on FTRL Optimzier which support Gourp
Lasso regularizer.
The relevant paper list for this optimizer:
Differential Revision: D8623146