cyanure 1.2.2

optimization toolbox for machine learning

Cyanure is an open-source C++ software package with a Python 3 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 and Quasi-Newton principles. Cyanure can handle a large variety of loss functions (logistic, square, squared hinge, multinomial logistic) and regularization functions (l2, l1, elastic-net, fused Lasso, multi-task group Lasso). It provides a simple Python API, which should be fully compatible with scikit-learn.