bmrm swMATH ID: 11016 Software Authors: Julien Prados Description: bmrm: Bundle Methods for Regularized Risk Minimization Package. Bundle methods for minimization of convex and non-convex risk under L1 or L2 regularization. Implements the algorithm proposed by Teo et al. (JMLR 2010) as well as the extension proposed by Do and Artieres (JMLR 2012). The package comes with lot of loss functions for machine learning which make it powerful for big data analysis. The applications includes: structured prediction, linear SVM, multi-class SVM, f-beta optimization, ROC optimization, ordinal regression, quantile regression, epsilon insensitive regression, least mean square, logistic regression, least absolute deviation regression (see package examples), etc... all with L1 and L2 regularization. Homepage: http://cran.r-project.org/web/packages/bmrm/index.html Source Code: https://github.com/cran/bmrm Dependencies: R Related Software: Pegasos; LIBLINEAR; SSVM; LIBSVM; L-BFGS; PRMLT; GPDT; TRON; ConstrainedLasso; QSDP; ElemStatLearn; SHOGUN; PNEW; PLCP; CIFAR; UCI-ml; MNIST; Ipopt; Complex Optimization Toolbox; LBFGS-B Cited in: 25 Publications all top 5 Cited by 64 Authors 2 Piccialli, Veronica 2 Sciandrone, Marco 1 Airola, Antti 1 Antoniuk, Kostiantyn 1 Artières, Thierry 1 Asi, Hilal 1 Bach, Francis R. 1 Boyd, Stephen Poythress 1 Brust, Johannes J. 1 Carrizosa, Emilio 1 Chen, Liang 1 Cheng, Fan 1 Collado, Ricardo A. 1 Daumé, Hal III 1 De Baets, Bernard 1 Di, Zichao 1 Do, Trinh Minh Tri 1 Duchi, John C. 1 Dulce Rubio, Mateo 1 Eckstein, Jonathan 1 Franc, Vojtěch 1 Gao, Jian 1 Gürbüzbalaban, Mert 1 Hlaváč, Václav 1 James, Gareth M. 1 Lampert, Christoph H. 1 Le, Quoc V. 1 Lee, Ching-Pei 1 Leyffer, Sven 1 Li, Xudong 1 Lin, Chih-Jen 1 Lin, Huiling 1 Moazeni, Somayeh 1 Montañés, Diana C. 1 Nagesseur, Ludovic 1 Nowozin, Sebastian 1 Pahikkala, Tapio 1 Parikh, Neal 1 Paulson, Courtney 1 Peleato, Borja 1 Petra, Cosmin G. 1 Phillips, Jeff M. 1 Quiroz, Adolfo J. 1 Riascos Villegas, Alvaro J. 1 Romero Morales, Dolores 1 Rusmevichientong, Paat 1 Ruszczyński, Andrzej 1 Saha, Ankan 1 Saha, Avishek 1 Salakoski, Tapio 1 Smola, Alexander J. 1 Sun, Defeng 1 Teo, Choon Hui 1 Tibshirani, Ryan J. 1 Toh, Kim Chuan 1 Venkatasubramanian, Suresh 1 Vishwanathan, S. V. N. 1 Vishwanthan, S. V. N. 1 Waegeman, Willem 1 Wang, Mengdi 1 Zhang, Xinhua 1 Zheng, Shuangqiu 1 Zhou, Yuan 1 Zhu, Landi all top 5 Cited in 18 Serials 3 Computational Optimization and Applications 3 Journal of Machine Learning Research (JMLR) 2 SIAM Journal on Optimization 2 Foundations and Trends in Machine Learning 1 Journal of the American Statistical Association 1 Journal of Optimization Theory and Applications 1 Theoretical Computer Science 1 Computers & Operations Research 1 Annals of Operations Research 1 Machine Learning 1 Neural Computation 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 Mathematical Problems in Engineering 1 4OR 1 Optimization Letters 1 Foundations and Trends in Computer Graphics and Vision all top 5 Cited in 7 Fields 15 Operations research, mathematical programming (90-XX) 11 Statistics (62-XX) 11 Computer science (68-XX) 4 Numerical analysis (65-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year