go-sgd

Stochastic Gradient Descent (SGD) for golang

Loss Functions

• Linear
• Logistic
• Hinge

Learning Schedule

• Linear
• [Bach and Moulines 2001] (http://hal.archives-ouvertes.fr/docs/00/60/80/41/PDF/gradsto_hal.pdf)
• AdaGrad
• [No More Pesky Learning Rates] (http://arxiv.org/abs/1206.1106)

Regularization

• L1 Norm
• L2 Norm
• ElasticNet