Implement some ML algorithms in scala.
- base bgd, sgd, mbgd to get started.
- Frequently-used GD algos:
- SGD with momentum and NAG
- AdaGrad
- AdaDelta
- RMSProp
- Adam with AMSGrad
- AdaMax
- Nadam
- FTRL_Proximal(online learning)
- SWATS
- Quasi-Newton Methods
- DFP with golden section method
- BFGS with golden section method
- CG with Fletcher-Reeves method
- L-BFGS (implement with line search method of Wolfe-Powell)
- common loss function for binary classification.
- algos in package newml:
- redesign ml for multi-classification
note:
- the package ml is just tested for binary classification(especially logloss) now.