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

Julien Mairal 1
1 Thoth - Apprentissage de modèles à partir de données massives
LJK - Laboratoire Jean Kuntzmann , Inria Grenoble - Rhône-Alpes
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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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-02417766
Contributor : Julien Mairal Connect in order to contact the contributor
Submitted on : Friday, December 20, 2019 - 9:08:41 AM
Last modification on : Tuesday, October 19, 2021 - 11:26:51 AM

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

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