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Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more

Abstract

Cyanure is an open-source C++ software package with a Python interface. The goal of Cyanure is to provide state-of-the-art solvers for learning linear models, based on stochastic variance-reduced stochastic optimization with acceleration mechanisms. Cyanure can handle a large variety of loss functions (logistic, square, squared hinge, multinomial logistic) and regularization functions (2, 1, elastic-net, fused Lasso, multi-task group Lasso). It provides a simple Python API, which is very close to that of scikit-learn, which should be extended to other languages such as R or Matlab in a near future.
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Dates and versions

hal-02417766 , version 1 (18-12-2019)
hal-02417766 , version 2 (20-12-2019)

Identifiers

  • HAL Id : hal-02417766 , version 2

Cite

Julien Mairal. Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more. 2019. ⟨hal-02417766v2⟩
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