Makoto Yui created HIVEMALL-161:
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Summary: Support FTRL-Proximal in the generic Optimizer
Key: HIVEMALL-161
URL: https://issues.apache.org/jira/browse/HIVEMALL-161
Project: Hivemall
Issue Type: Wish
Reporter: Makoto Yui
Priority: Minor
FTRL, Follow the regularized leader, is a stete-of-the-art optimization
algorithm that could get a sparse regularized model. FTRL is particularly
useful for CTR prediction tasks.
We already support FTRL in FFM but better to support it in general optimizer as
well.
https://static.googleusercontent.com/media/research.google.com/ja//pubs/archive/41159.pdf
https://static.googleusercontent.com/media/research.google.com/ja//pubs/archive/37013.pdf
https://github.com/apache/incubator-hivemall/blob/3410ba642665baded960e3c6b8036c58ef1006c2/core/src/main/java/hivemall/fm/FieldAwareFactorizationMachineModel.java#L148
https://github.com/apache/incubator-mxnet/blob/9f97dac76e43b2ca0acb09a4ff96d416e9edea60/python/mxnet/optimizer.py#L921
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