Project details for SMIDAS

Logo SMIDAS 1.0

by ambujtewari - August 5, 2009, 01:02:49 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ]

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SMIDAS is a C++ implementation of the stochastic mirror descent algorithm proposed in

* Shai Shalev-Shwartz and Ambuj Tewari, Stochastic methods for l1 regularized loss minimization. Proceedings of the 26th International Conference on Machine Learning, pages 929-936, 2009.

It can be used for l1-regularized loss minimization for both classification and regression problems.

Currently supported loss functions are the logistic loss, the hinge loss, and the squared loss [L(a,b) = (a-b)2]. SMIDAS is designed to run fast even for high-dimensional large datasets and can exploit the sparsity in the examples.

Changes to previous version:

Initial announcement on

BibTeX Entry: Download
Corresponding Paper BibTeX Entry: Download
URL: Project Homepage
Supported Operating Systems: Agnostic
Data Formats: Ascii
Tags: L1 Regularization, Large Datasets, Mirror Descent, Sparsity
Archive: download here

Other available revisons

Version Changelog Date

Fixed major bug in implementation. The components of the iterate where the current example vector is zero were not being updated correctly. Thanks to Jonathan Chang for pointing out the error to us.

August 15, 2010, 18:51:51

Initial announcement on

August 5, 2009, 01:02:49


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