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higrad

Statistical Inference for Online Learning and Stochastic Approximation via HiGrad

Implements the Hierarchical Incremental GRAdient Descent (HiGrad) algorithm, a first-order algorithm for finding the minimizer of a function in online learning just like stochastic gradient descent (SGD). In addition, this method attaches a confidence interval to assess the uncertainty of its predictions. See Su and Zhu (2018) <arXiv:1802.04876> for details.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling source/ R- higrad_0.1.0.tar.gz 6.3 KiB
0.1.0 rolling linux/jammy R-4.5 higrad_0.1.0.tar.gz 29.4 KiB
0.1.0 rolling linux/noble R-4.5 higrad_0.1.0.tar.gz 29.3 KiB
0.1.0 latest source/ R- higrad_0.1.0.tar.gz 6.3 KiB
0.1.0 latest linux/jammy R-4.5 higrad_0.1.0.tar.gz 29.4 KiB
0.1.0 latest linux/noble R-4.5 higrad_0.1.0.tar.gz 29.3 KiB
0.1.0 2026-04-23 source/ R- higrad_0.1.0.tar.gz 6.3 KiB
0.1.0 2026-04-09 windows/windows R-4.5 higrad_0.1.0.zip 32.2 KiB
0.1.0 2025-04-20 source/ R- higrad_0.1.0.tar.gz 6.3 KiB

Dependencies (latest)

Imports