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

2019/12/17 by Mairal, Julien
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · doi:10.48550/arxiv.1912.08165

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 (l₂, l₁, 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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