Add option for stochastic gradient descent

boost-R / gamboostLSS

Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-project.org/package=gamboostLSS).

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Add option for stochastic gradient descent #54

Open jeffery-leirness-noaa opened 5 years ago

hofnerb commented 5 years ago

If you provide a patch (first of all to boost-R/mboost) that might be a valuable option. Otherwise we do not have ressources to do that.