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h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.
http://h2o.ai
Apache License 2.0
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FTRL #9953

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Implement quick & dirty single-node version of FTRL with L1 regularization and adaptive learning rate: https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf

First step: all features (num+cat) are hashed into D dims Second step: bin numerical columns into N buckets with h2o.cut() Third (optional) step: add interactions between selected columns (on the fly)

h2o-ops commented 1 year ago

JIRA Issue Migration Info

Jira Issue: PUBDEV-3029 Assignee: Arno Candel Reporter: Arno Candel State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A