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

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.

Domaines: Machine Learning [stat.ML]

Julien Mairal. Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more. 2019. ⟨hal-02417766v1⟩