Add FTRL Optimizer with Group Lasso regularizer (#8918)#9074
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xiuyanni wants to merge 1 commit intopytorch:masterfrom
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Add FTRL Optimizer with Group Lasso regularizer (#8918)#9074xiuyanni wants to merge 1 commit intopytorch:masterfrom
xiuyanni wants to merge 1 commit intopytorch:masterfrom
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Summary: Closes pytorch#9074 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: c2806b3f781dcb1aa37edc1251a4364c1eac76aa
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Summary: Closes pytorch#9074 Implement an optimzier based on FTRL Optimzier which support Group 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: 40e08aa6319d1ad7aa95e8716e3de83b9cfb8452
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Summary:
Closes #8918
Implement an optimizer which support Group Lasso regularizer based on FTRL Optimizer.
The relevant paper list for this optimizer:
Differential Revision: D8623146